Schroders Capital Global Innovation Trust GJR-GARCH Volatility Analysis
Volatility Prediction for Friday, February 6th, 2026:24.84% (-0.40%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0180 | 5.33 | |
| 0.0201 | 6.05 | |
| 0.9452 | 514.52 | |
| 0.0695 | 7.62 |
Estimation Period:
Apr 20, 2015 to Jan 30, 2026
Apr 20, 2015 to Jan 30, 2026
News Impact Curve
Volatility Forecasts
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