Murray Income Trust PLC Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:11.22% (-0.12%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.4642 | 6.14 | |
| 0.0910 | 6.13 | |
| 0.8595 | 44.05 | |
| -0.0132 | -1.10 | |
| 0.0441 | 2.48 | |
| -0.0763 | -3.90 |
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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