V-Lab
Monks Investment Trust PLC/The MF2-GARCH Volatility Analysis
Volatility Prediction for Monday, November 11th, 2024:14.10% (-0.55%)
Analysis last updated: Sunday, November 10, 2024 at 03:54 AM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 101 | ||
| 0.0421 | 16.77 | |
| 0.8408 | 228.84 | |
| 0.1154 | 30.21 | |
| 0.0043 | 6.62 | |
| 0.0188 | 9.91 | |
| 0.9777 | 448.06 |
Estimation Period:
Jan 2, 1990 to Nov 8, 2024
Jan 2, 1990 to Nov 8, 2024
News Impact Curve
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