Mobius Investment Trust PLC GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:16.15% (+2.02%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0785 | 17.57 | |
| 0.1155 | 10.78 | |
| 0.7898 | 104.07 | |
| 0.1088 | 5.48 |
Estimation Period:
Oct 1, 2018 to Feb 6, 2026
Oct 1, 2018 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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