M&G Credit Income Investment Trust PLC/The Fund EGARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:9.83% (-0.22%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0475 | 13.60 | |
| 0.3354 | 25.62 | |
| 0.9461 | 188.09 | |
| -0.0425 | -2.51 |
Estimation Period:
Nov 14, 2018 to Feb 6, 2026
Nov 14, 2018 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
Other M&G Credit Income Investment Trust PLC/The Fund Analyses
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