V-Lab: F&C Investment Trust PLC GAS-GARCH Student T Volatility Analysis

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V-Lab

F&C Investment Trust PLC GAS-GARCH Student T Volatility Analysis

Volatility Prediction for Monday, November 11th, 2024:15.46% (-0.74%)

Analysis last updated: Sunday, November 10, 2024 at 04:19 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	1.2837	11.93
$α$	0.0840	34.78
$β$	0.9804	547.42
$ν$	8	6.44

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