F&C Investment Trust PLC GJR-GARCH Volatility Analysis
Volatility Prediction for Friday, February 6th, 2026:12.91% (-0.19%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0274 | 23.65 | |
| 0.0250 | 11.75 | |
| 0.9005 | 462.05 | |
| 0.1048 | 20.26 |
Estimation Period:
Jan 2, 1990 to Jan 30, 2026
Jan 2, 1990 to Jan 30, 2026
News Impact Curve
Volatility Forecasts
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