V-Lab
V-Lab

Finsbury Growth & Income Trust PLC Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, November 11th, 2024:10.98% (-1.02%)

Analysis last updated: Sunday, November 10, 2024 at 03:51 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Finsbury Growth & Income Trust PLC SGARCH
paramt-stat
ω0.52854.36
α0.15908.19
β0.757829.48
γ1-0.2780-4.95
γ20.45525.55
γ3-0.2619-3.69
γ40.04960.66
γ50.15232.64
γ6-0.2468-5.18
γ70.19724.10
γ8-0.0843-1.71
γ90.05320.97
γ10-0.1502-2.14
Estimation Period:
Jan 2, 1990 to Nov 8, 2024
Impact of return on volatility tomorrow
Volatility Forecasts