M&G Credit Income Investment Trust PLC/The Fund APARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:8.67% (-0.35%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0158 | 7.80 | |
| 0.1488 | 23.34 | |
| 0.8512 | 130.36 | |
| 0.1006 | 4.05 | |
| 1.9732 | 19.35 |
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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