City of London Investment Trust PLC/The Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, February 6th, 2026:13.28% (+0.09%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.2857 | 4.31 | |
| 0.1166 | 9.11 | |
| 0.8512 | 63.28 | |
| 0.0170 | 1.46 | |
| -0.0019 | -0.11 | |
| -0.0474 | -3.44 | |
| 0.0606 | 4.72 | |
| -0.0589 | -3.35 |
Estimation Period:
Jan 2, 1990 to Jan 30, 2026
Jan 2, 1990 to Jan 30, 2026
News Impact Curve
Volatility Forecasts
Other City of London Investment Trust PLC/The Analyses
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