V-Lab
Finsbury Growth & Income Trust PLC Spline-GARCH Volatility Analysis
Volatility Prediction for Tuesday, November 12th, 2024:13.46% (+2.49%)
Analysis last updated: Tuesday, November 12, 2024 at 10:20 PM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.5285 | 4.36 | |
| 0.1590 | 8.19 | |
| 0.7578 | 29.48 | |
| -0.2780 | -4.95 | |
| 0.4552 | 5.55 | |
| -0.2619 | -3.69 | |
| 0.0496 | 0.66 | |
| 0.1523 | 2.64 | |
| -0.2468 | -5.18 | |
| 0.1972 | 4.10 | |
| -0.0843 | -1.71 | |
| 0.0532 | 0.97 | |
| -0.1502 | -2.14 |
Estimation Period:
Jan 2, 1990 to Nov 8, 2024
Jan 2, 1990 to Nov 8, 2024
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