V-Lab: Schroders Capital Global Innovation Trust Zero Slope Spline-GARCH Volatility Analysis

V-Lab

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V-Lab

Schroders Capital Global Innovation Trust Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Tuesday, November 12th, 2024:30.63% (-0.94%)

Analysis last updated: Tuesday, November 12, 2024 at 10:20 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

Parameter Estimates

	param	t-stat
$ω$	0.7685	3.49
$α$	0.0780	4.71
$β$	0.9025	37.24
$γ_{1}$	0.2788	3.30
$γ_{2}$	-0.4814	-3.80
$γ_{3}$	0.2587	3.68

Estimation Period:
Apr 20, 2015 to Nov 8, 2024

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts

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