V-Lab: Finsbury Growth & Income Trust PLC Zero Slope Spline-GARCH Volatility Analysis

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V-Lab

Finsbury Growth & Income Trust PLC Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Monday, November 11th, 2024:12.95% (-0.88%)

Analysis last updated: Sunday, November 10, 2024 at 03:52 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.5575	4.47
$α$	0.1578	8.23
$β$	0.7630	30.47
$γ_{1}$	-0.2577	-4.60
$γ_{2}$	0.4235	5.14
$γ_{3}$	-0.2440	-3.36
$γ_{4}$	0.0421	0.55
$γ_{5}$	0.1484	2.52
$γ_{6}$	-0.2321	-4.79
$γ_{7}$	0.1726	3.56
$γ_{8}$	-0.0461	-0.95
$γ_{9}$	-0.0149	-0.31
$γ_{10}$	0.0068	0.21

Estimation Period:
Jan 2, 1990 to Nov 8, 2024

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts

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