International Biotechnology Trust PLC/Fund GJR-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:22.54% (-1.51%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0281 | 10.76 | |
| 0.0802 | 18.80 | |
| 0.8594 | 211.77 | |
| 0.1208 | 13.38 |
Estimation Period:
Jan 2, 2007 to Feb 6, 2026
Jan 2, 2007 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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