City of London Investment Trust PLC/The Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:12.81% (-0.50%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.2873 | 4.31 | |
| 0.1168 | 9.14 | |
| 0.8510 | 63.27 | |
| 0.0171 | 1.47 | |
| -0.0021 | -0.12 | |
| -0.0471 | -3.43 | |
| 0.0601 | 4.68 | |
| -0.0575 | -3.28 |
Estimation Period:
Jan 2, 1990 to Feb 6, 2026
Jan 2, 1990 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
Other City of London Investment Trust PLC/The Analyses
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