North American Income Trust PLC Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, February 6th, 2026:16.40% (+2.43%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.1530 | 7.67 | |
| 0.0846 | 6.64 | |
| 0.8915 | 59.37 | |
| 0.0195 | 3.45 | |
| -0.0400 | -3.42 |
Estimation Period:
Jan 2, 2007 to Jan 30, 2026
Jan 2, 2007 to Jan 30, 2026
News Impact Curve
Volatility Forecasts
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