Murray Income Trust PLC Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:12.01% (-0.15%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.0622 | 3.79 | |
| 0.0928 | 5.82 | |
| 0.8348 | 34.00 | |
| -0.2100 | -2.66 | |
| 0.3003 | 2.80 | |
| -0.1177 | -2.10 | |
| 0.1026 | 2.19 | |
| -0.1762 | -4.17 | |
| 0.1510 | 4.66 |
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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