North American Income Trust PLC GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:14.02% (-0.40%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0248 | 16.18 | |
| 0.0328 | 10.43 | |
| 0.9094 | 325.71 | |
| 0.0813 | 12.26 |
Estimation Period:
Jan 2, 2007 to Feb 6, 2026
Jan 2, 2007 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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