F&C Investment Trust PLC GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:261.55% (+13.56%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 750.7114 | 7.59 | |
| 0.0360 | 101.07 | |
| 0.9979 | 3,538.65 | |
| 2.0009 | 166,742.75 |
Estimation Period:
Jan 12, 2001 to Feb 5, 2026
Jan 12, 2001 to Feb 5, 2026
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