Schroders Capital Global Innovation Trust GJR-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:23.95% (-0.58%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0178 | 5.28 | |
| 0.0199 | 6.03 | |
| 0.9454 | 516.31 | |
| 0.0694 | 7.64 |
Estimation Period:
Apr 20, 2015 to Feb 6, 2026
Apr 20, 2015 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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