V-Lab
Monks Investment Trust PLC/The Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, November 11th, 2024:17.98% (-0.92%)
Analysis last updated: Sunday, November 10, 2024 at 03:53 AM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.9787 | 5.76 | |
| 0.1174 | 10.36 | |
| 0.8305 | 52.89 | |
| 0.0175 | 1.57 | |
| -0.0125 | -0.76 | |
| -0.0232 | -2.13 | |
| 0.0358 | 4.31 | |
| -0.0254 | -4.59 |
Estimation Period:
Jan 2, 1990 to Nov 8, 2024
Jan 2, 1990 to Nov 8, 2024
News Impact Curve
Volatility Forecasts
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