Murray International Trust PLC GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, March 2nd, 2026:10.67% (+0.12%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0342 | 25.17 | |
| 0.0499 | 16.39 | |
| 0.8709 | 316.34 | |
| 0.1055 | 15.81 |
Estimation Period:
Jan 2, 1990 to Feb 27, 2026
Jan 2, 1990 to Feb 27, 2026
News Impact Curve
Volatility Forecasts
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