V-Lab
F&C Investment Trust PLC Spline-GARCH Volatility Analysis
Volatility Prediction for Tuesday, November 12th, 2024:15.99% (+0.23%)
Analysis last updated: Tuesday, November 12, 2024 at 10:11 PM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.0472 | 9.30 | |
| 0.0903 | 10.63 | |
| 0.8882 | 93.36 | |
| 0.0008 | 1.32 |
Estimation Period:
Jan 2, 1990 to Nov 8, 2024
Jan 2, 1990 to Nov 8, 2024
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