Dunedin Income Growth Investment Trust PLC/Fund EGARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:15.00% (-0.81%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0105 | 2.79 | |
| 0.1459 | 35.21 | |
| 0.9817 | 568.77 | |
| -0.0989 | -21.77 |
Estimation Period:
Jan 2, 2007 to Feb 6, 2026
Jan 2, 2007 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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