Lindsell Train Investment Trust PLC/The GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:45.69% (+2.12%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0334 | 11.00 | |
| 0.0960 | 12.74 | |
| 0.8735 | 211.49 | |
| 0.0611 | 3.82 |
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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