Schroders Capital Global Innovation Trust GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Tuesday, February 10th, 2026:24.42% (-1.44%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 5.0544 | 4.96 | |
| 0.0751 | 38.53 | |
| 0.9917 | 615.18 | |
| 4.1065 | 20.85 |
Estimation Period:
Apr 20, 2015 to Feb 6, 2026
Apr 20, 2015 to Feb 6, 2026
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