Octopus Renewables Infrastructure Trust PLC Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:22.75% (+2.05%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.9279 | 6.65 | |
| 0.1521 | 4.63 | |
| 0.7241 | 12.08 | |
| -0.0075 | -0.32 |
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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