V-Lab
Murray International Trust PLC AGARCH Volatility Analysis
Volatility Prediction for Friday, September 20th, 2024:12.96% (-0.69%)
Analysis last updated: Saturday, September 21, 2024 at 12:34 AM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0244 | 13.86 | |
| 0.1040 | 44.68 | |
| 0.8670 | 301.46 | |
| 0.3657 | 20.86 |
Estimation Period:
Jan 2, 1990 to Sep 13, 2024
Jan 2, 1990 to Sep 13, 2024
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