ICG Enterprise Trust PLC MF2-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:17.86% (-1.68%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 21 | ||
| 0.1066 | 16.33 | |
| 0.7017 | 39.97 | |
| 0.0765 | 8.05 | |
| 0.0086 | 2.78 | |
| 0.0456 | 4.82 | |
| 0.9517 | 95.39 |
Estimation Period:
Jan 2, 2007 to Feb 6, 2026
Jan 2, 2007 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
Other ICG Enterprise Trust PLC Analyses
Other MF2-GARCH Analyses on Closed-end Funds