Monks Investment Trust PLC/The GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:15.37% (-0.68%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0356 | 25.71 | |
| 0.0400 | 17.51 | |
| 0.8801 | 357.18 | |
| 0.1043 | 18.29 |
Estimation Period:
Jan 2, 1990 to Feb 6, 2026
Jan 2, 1990 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
Other Monks Investment Trust PLC/The Analyses
Other GJR-GARCH Analyses on Closed-end Funds