V-Lab
F&C Investment Trust PLC GJR-GARCH Volatility Analysis
Volatility Prediction for Tuesday, November 12th, 2024:12.50% (-0.05%)
Analysis last updated: Tuesday, November 12, 2024 at 10:11 PM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0273 | 22.70 | |
| 0.0245 | 11.45 | |
| 0.9024 | 455.31 | |
| 0.1024 | 19.58 |
Estimation Period:
Jan 2, 1990 to Nov 8, 2024
Jan 2, 1990 to Nov 8, 2024
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