Monks Investment Trust PLC/The GJR-GARCH Volatility Analysis
Volatility Prediction for Friday, February 6th, 2026:16.05% (-0.67%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0356 | 25.72 | |
| 0.0400 | 17.51 | |
| 0.8800 | 356.83 | |
| 0.1045 | 18.32 |
Estimation Period:
Jan 2, 1990 to Jan 30, 2026
Jan 2, 1990 to Jan 30, 2026
News Impact Curve
Volatility Forecasts
Other Monks Investment Trust PLC/The Analyses
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