Murray International Trust PLC GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:14.27% (+0.82%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.3116 | 8.67 | |
| 0.0937 | 38.48 | |
| 0.9801 | 371.67 | |
| 6.0540 | 9.14 |
Estimation Period:
Jan 2, 1990 to Feb 13, 2026
Jan 2, 1990 to Feb 13, 2026
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