V-Lab
Monks Investment Trust PLC/The GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Monday, November 11th, 2024:16.02% (-1.15%)
Analysis last updated: Sunday, November 10, 2024 at 03:53 AM 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
Other Monks Investment Trust PLC/The Analyses