Murray Income Trust PLC AGARCH Volatility Analysis
Volatility Prediction for Friday, February 6th, 2026:12.86% (+0.26%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| -0.0145 | -2.94 | |
| 0.0591 | 17.37 | |
| 0.9241 | 239.91 | |
| 0.8176 | 13.53 |
Estimation Period:
Jan 2, 2007 to Jan 30, 2026
Jan 2, 2007 to Jan 30, 2026
News Impact Curve
Volatility Forecasts
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