V-Lab
Edinburgh Investment Trust PLC/The GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Monday, November 11th, 2024:13.08% (+0.53%)
Analysis last updated: Sunday, November 10, 2024 at 04:03 AM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.2457 | 11.49 | |
| 0.1016 | 36.43 | |
| 0.9757 | 431.15 | |
| 7 | 7.73 |
Estimation Period:
Jan 2, 1990 to Nov 8, 2024
Jan 2, 1990 to Nov 8, 2024
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