V-Lab: Murray International Trust PLC Zero Slope Spline-GARCH Volatility Analysis

V-Lab

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V-Lab

Murray International Trust PLC Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Monday, November 11th, 2024:15.24% (-0.86%)

Analysis last updated: Sunday, November 10, 2024 at 04:23 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	1.0225	7.50
$α$	0.1127	10.25
$β$	0.8471	63.09
$γ_{1}$	0.0091	2.82
$γ_{2}$	-0.0147	-3.21
$γ_{3}$	0.0074	3.20

Estimation Period:
Jan 2, 1990 to Nov 8, 2024

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts

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