V-Lab
Monks Investment Trust PLC/The GJR-GARCH Volatility Analysis
Volatility Prediction for Friday, September 20th, 2024:18.24% (-0.35%)
Analysis last updated: Saturday, September 21, 2024 at 12:34 AM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0354 | 24.85 | |
| 0.0415 | 17.64 | |
| 0.8790 | 343.75 | |
| 0.1042 | 17.69 |
Estimation Period:
Jan 2, 1990 to Sep 13, 2024
Jan 2, 1990 to Sep 13, 2024
News Impact Curve
Volatility Forecasts
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