V-Lab
Schroders Capital Global Innovation Trust GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Tuesday, November 12th, 2024:31.59% (-1.98%)
Analysis last updated: Tuesday, November 12, 2024 at 10:20 PM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 5.0639 | 4.87 | |
| 0.0837 | 36.25 | |
| 0.9912 | 570.33 | |
| 4 | 17.92 |
Estimation Period:
Apr 20, 2015 to Nov 8, 2024
Apr 20, 2015 to Nov 8, 2024
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