Finsbury Growth & Income Trust PLC GJR-GARCH Volatility Analysis
Volatility Prediction for Friday, February 6th, 2026:40.45% (-1.77%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0357 | 23.48 | |
| 0.0615 | 18.59 | |
| 0.8551 | 237.58 | |
| 0.1080 | 14.94 |
Estimation Period:
Jan 2, 1990 to Jan 30, 2026
Jan 2, 1990 to Jan 30, 2026
News Impact Curve
Volatility Forecasts
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