V-Lab
Monks Investment Trust PLC/The GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Tuesday, November 12th, 2024:16.02% (0.00%)
Analysis last updated: Tuesday, November 12, 2024 at 10:17 PM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.4633 | 6.46 | |
| 0.0936 | 34.57 | |
| 0.9846 | 377.53 | |
| 6 | 8.13 |
Estimation Period:
Jan 2, 1990 to Nov 8, 2024
Jan 2, 1990 to Nov 8, 2024
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