F&C Investment Trust PLC GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Friday, February 6th, 2026:13.33% (-0.49%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.2706 | 12.01 | |
| 0.0852 | 35.19 | |
| 0.9804 | 555.46 | |
| 7.7138 | 6.59 |
Estimation Period:
Jan 2, 1990 to Jan 30, 2026
Jan 2, 1990 to Jan 30, 2026
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