M&G Credit Income Investment Trust PLC/The Fund GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:6.48% (-0.03%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.8541 | 8.41 | |
| 0.0814 | 54.37 | |
| 0.9936 | 1,125.27 | |
| 3.1648 | 83.62 |
Estimation Period:
Nov 14, 2018 to Feb 6, 2026
Nov 14, 2018 to Feb 6, 2026
Other M&G Credit Income Investment Trust PLC/The Fund Analyses
Other GAS-GARCH Student T Analyses on Closed-end Funds