Edinburgh Investment Trust PLC/The GJR-GARCH Volatility Analysis
Volatility Prediction for Friday, February 6th, 2026:15.05% (-0.48%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0414 | 26.21 | |
| 0.0549 | 18.44 | |
| 0.8484 | 288.09 | |
| 0.1264 | 16.87 |
Estimation Period:
Jan 2, 1990 to Jan 30, 2026
Jan 2, 1990 to Jan 30, 2026
News Impact Curve
Volatility Forecasts
Other Edinburgh Investment Trust PLC/The Analyses
Other GJR-GARCH Analyses on Closed-end Funds