Diverse Income Trust PLC/ The GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:11.24% (-0.27%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0175 | 16.76 | |
| 0.0359 | 9.79 | |
| 0.9083 | 359.31 | |
| 0.0981 | 11.65 |
Estimation Period:
May 2, 2011 to Feb 6, 2026
May 2, 2011 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
Other Diverse Income Trust PLC/ The Analyses
Other GJR-GARCH Analyses on Closed-end Funds