Octopus Renewables Infrastructure Trust PLC MF2-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:20.25% (-0.38%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 26 | ||
| 0.0402 | 4.43 | |
| 0.7092 | 17.57 | |
| 0.1107 | 8.16 | |
| 0.9465 | 0.11 | |
| 0.4371 | 0.11 | |
| 0.0000 | 0.00 |
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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