Dunedin Income Growth Investment Trust PLC/Fund GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:18.21% (-0.67%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0265 | 10.82 | |
| 0.0061 | 2.85 | |
| 0.9121 | 391.29 | |
| 0.1347 | 22.51 |
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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