V-Lab: F&C Investment Trust PLC APARCH Volatility Analysis

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V-Lab

F&C Investment Trust PLC APARCH Volatility Analysis

Volatility Prediction for Tuesday, November 12th, 2024:12.46% (-0.05%)

Analysis last updated: Tuesday, November 12, 2024 at 10:11 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.0273	32.28
$α$	0.0741	33.96
$β$	0.9087	461.95
$γ$	0.4771	22.93
$δ$	1.5194	36.81

Estimation Period:
Jan 2, 1990 to Nov 8, 2024

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts