M&G Credit Income Investment Trust PLC/The Fund Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:5.90% (-0.42%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.7820 | 2.25 | |
| 0.1729 | 3.63 | |
| 0.7089 | 8.51 | |
| 3.4039 | 4.53 | |
| -5.6650 | -5.57 | |
| 3.4555 | 5.70 | |
| -1.7369 | -3.03 | |
| 0.0994 | 0.14 | |
| 0.4005 | 0.26 |
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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