F&C Investment Trust PLC GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Monday, March 2nd, 2026:11.96% (-0.62%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.2669 | 12.08 | |
| 0.0850 | 35.27 | |
| 0.9804 | 560.56 | |
| 7.7380 | 6.58 |
Estimation Period:
Jan 2, 1990 to Feb 27, 2026
Jan 2, 1990 to Feb 27, 2026
Other F&C Investment Trust PLC Analyses
Other GAS-GARCH Student T Analyses on Closed-end Funds