Octopus Renewables Infrastructure Trust PLC GJR-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 10th, 2026:20.41% (-0.56%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1561 | 10.70 | |
| 0.0404 | 5.55 | |
| 0.8008 | 68.84 | |
| 0.1465 | 6.36 |
Estimation Period:
Dec 10, 2019 to Feb 6, 2026
Dec 10, 2019 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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