M&G Credit Income Investment Trust PLC/The Fund Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 10th, 2026:6.14% (-0.49%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.7944 | 2.23 | |
| 0.1753 | 3.83 | |
| 0.7230 | 9.78 | |
| 3.3461 | 4.39 | |
| -5.5382 | -5.31 | |
| 3.3053 | 5.21 | |
| -1.5320 | -2.62 | |
| -0.3233 | -0.55 | |
| 1.4792 | 3.53 |
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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