Murray International Trust PLC GJR-GARCH Volatility Analysis
Volatility Prediction for Friday, February 6th, 2026:11.47% (+0.03%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0341 | 24.89 | |
| 0.0501 | 16.42 | |
| 0.8709 | 315.43 | |
| 0.1054 | 15.76 |
Estimation Period:
Jan 2, 1990 to Jan 30, 2026
Jan 2, 1990 to Jan 30, 2026
News Impact Curve
Volatility Forecasts
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