F&C Investment Trust PLC GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, March 2nd, 2026:11.46% (-0.29%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0273 | 23.60 | |
| 0.0249 | 11.74 | |
| 0.9007 | 463.11 | |
| 0.1046 | 20.26 |
Estimation Period:
Jan 2, 1990 to Feb 27, 2026
Jan 2, 1990 to Feb 27, 2026
News Impact Curve
Volatility Forecasts
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