Lindsell Train Investment Trust PLC/The EGARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:40.44% (+3.12%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0877 | 24.93 | |
| 0.2581 | 28.86 | |
| 0.9437 | 355.83 | |
| -0.0468 | -4.86 |
Estimation Period:
Jan 12, 2007 to Feb 6, 2026
Jan 12, 2007 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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