M&G Credit Income Investment Trust PLC/The Fund AGARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:9.11% (+0.06%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0121 | 5.48 | |
| 0.1681 | 24.93 | |
| 0.8429 | 148.22 | |
| 0.1340 | 2.98 |
Estimation Period:
Nov 14, 2018 to Feb 6, 2026
Nov 14, 2018 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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