ICG Enterprise Trust PLC Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 10th, 2026:21.03% (-1.28%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.6178 | 4.00 | |
| 0.1077 | 6.10 | |
| 0.8408 | 32.18 | |
| -0.2026 | -1.87 | |
| 0.0855 | 0.56 | |
| 0.2930 | 2.83 | |
| -0.2911 | -2.68 | |
| 0.3271 | 3.27 | |
| -0.4403 | -5.16 | |
| 0.3071 | 5.17 |
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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