Dunedin Income Growth Investment Trust PLC/Fund Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:15.62% (-1.29%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.9969 | 5.95 | |
| 0.1133 | 7.49 | |
| 0.8077 | 34.35 | |
| -0.2142 | -3.58 | |
| 0.3064 | 3.42 | |
| -0.1371 | -2.33 | |
| 0.1465 | 3.08 | |
| -0.2352 | -4.74 | |
| 0.2090 | 2.43 |
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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