F&C Investment Trust PLC Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:13.13% (+0.52%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.0199 | 9.33 | |
| 0.0923 | 10.98 | |
| 0.8861 | 94.95 | |
| 0.0003 | 0.54 |
Estimation Period:
Jan 2, 1990 to Feb 6, 2026
Jan 2, 1990 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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