V-Lab
F&C Investment Trust PLC Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, September 20th, 2024:14.82% (+1.47%)
Analysis last updated: Saturday, September 21, 2024 at 12:28 AM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.9776 | 10.63 | |
| 0.0899 | 10.57 | |
| 0.8888 | 93.72 | |
| 0.0001 | 0.56 |
Estimation Period:
Jan 2, 1990 to Sep 13, 2024
Jan 2, 1990 to Sep 13, 2024
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