F&C Investment Trust PLC AGARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:13.03% (-0.17%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0135 | 9.40 | |
| 0.0804 | 45.25 | |
| 0.8922 | 431.66 | |
| 0.5121 | 29.00 |
Estimation Period:
Jan 2, 1990 to Feb 6, 2026
Jan 2, 1990 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
Other F&C Investment Trust PLC Analyses
Other AGARCH Analyses on Closed-end Funds