Dunedin Income Growth Investment Trust PLC/Fund Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:15.51% (-1.30%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.0006 | 5.98 | |
| 0.1133 | 7.48 | |
| 0.8075 | 34.22 | |
| -0.2115 | -3.55 | |
| 0.3018 | 3.38 | |
| -0.1335 | -2.27 | |
| 0.1424 | 3.04 | |
| -0.2286 | -5.16 | |
| 0.1939 | 5.71 |
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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