F&C Investment Trust PLC Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:13.96% (+0.08%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.0144 | 7.96 | |
| 0.0611 | 6.09 | |
| 0.9091 | 65.88 | |
| 0.0008 | 0.68 |
Estimation Period:
Jan 12, 2001 to Feb 5, 2026
Jan 12, 2001 to Feb 5, 2026
News Impact Curve
Volatility Forecasts
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