V-Lab
City of London Investment Trust PLC/The Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, November 11th, 2024:12.20% (+0.14%)
Analysis last updated: Sunday, November 10, 2024 at 04:05 AM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.3455 | 4.33 | |
| 0.1141 | 9.10 | |
| 0.8606 | 67.37 | |
| 0.0183 | 4.30 | |
| -0.0316 | -4.90 | |
| 0.0254 | 4.44 |
Estimation Period:
Jan 2, 1990 to Nov 8, 2024
Jan 2, 1990 to Nov 8, 2024
News Impact Curve
Volatility Forecasts
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