V-Lab
Murray International Trust PLC GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, November 11th, 2024:15.45% (-0.74%)
Analysis last updated: Sunday, November 10, 2024 at 04:22 AM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0345 | 24.30 | |
| 0.0512 | 16.54 | |
| 0.8711 | 309.35 | |
| 0.1031 | 15.24 |
Estimation Period:
Jan 2, 1990 to Nov 8, 2024
Jan 2, 1990 to Nov 8, 2024
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