F&C Investment Trust PLC EGARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:13.67% (-0.16%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0086 | 5.26 | |
| 0.1523 | 45.47 | |
| 0.9751 | 970.29 | |
| -0.0822 | -25.16 |
Estimation Period:
Jan 2, 1990 to Feb 6, 2026
Jan 2, 1990 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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