M&G Credit Income Investment Trust PLC/The Fund GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:8.65% (-0.35%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0155 | 7.40 | |
| 0.1229 | 14.99 | |
| 0.8502 | 150.22 | |
| 0.0537 | 2.84 |
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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