Murray International Trust PLC GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:14.80% (+0.32%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.3130 | 8.66 | |
| 0.0938 | 38.47 | |
| 0.9801 | 370.67 | |
| 6.0493 | 9.14 |
Estimation Period:
Jan 2, 1990 to Feb 6, 2026
Jan 2, 1990 to Feb 6, 2026
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