M&G Credit Income Investment Trust PLC/The Fund GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:8.36% (-0.34%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0160 | 7.21 | |
| 0.1544 | 22.04 | |
| 0.8456 | 139.20 |
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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