Murray Income Trust PLC GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:12.63% (-0.28%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0257 | 12.19 | |
| 0.0051 | 2.22 | |
| 0.9154 | 403.07 | |
| 0.1257 | 16.83 |
Estimation Period:
Jan 2, 2007 to Feb 6, 2026
Jan 2, 2007 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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