Monks Investment Trust PLC/The Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, February 6th, 2026:16.42% (-0.71%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.9963 | 5.80 | |
| 0.1160 | 10.53 | |
| 0.8336 | 55.24 | |
| 0.0191 | 1.88 | |
| -0.0174 | -1.15 | |
| -0.0160 | -1.59 | |
| 0.0285 | 3.60 | |
| -0.0204 | -4.03 |
Estimation Period:
Jan 2, 1990 to Jan 30, 2026
Jan 2, 1990 to Jan 30, 2026
News Impact Curve
Volatility Forecasts
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