Murray International Trust PLC GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:11.52% (+0.02%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0344 | 25.08 | |
| 0.0503 | 16.46 | |
| 0.8706 | 314.62 | |
| 0.1052 | 15.71 |
Estimation Period:
Jan 2, 1990 to Feb 6, 2026
Jan 2, 1990 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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