F&C Investment Trust PLC GJR-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:13.81% (-0.10%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0335 | 17.35 | |
| 0.0305 | 9.93 | |
| 0.9177 | 318.98 | |
| 0.0468 | 7.54 |
Estimation Period:
Jan 12, 2001 to Feb 5, 2026
Jan 12, 2001 to Feb 5, 2026
News Impact Curve
Volatility Forecasts
Other F&C Investment Trust PLC Analyses
Other GJR-GARCH Analyses on Closed-end Funds