V-Lab: Polar Capital Technology Trust PLC Zero Slope Spline-GARCH Volatility Analysis

V-Lab

| |

V-Lab

Polar Capital Technology Trust PLC Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Monday, November 11th, 2024:29.27% (-1.22%)

Analysis last updated: Sunday, November 10, 2024 at 04:15 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	1.0673	6.25
$α$	0.1117	10.50
$β$	0.8375	57.15
$γ_{1}$	0.0450	0.94
$γ_{2}$	-0.2245	-3.08
$γ_{3}$	0.4119	7.96
$γ_{4}$	-0.4088	-8.88
$γ_{5}$	0.2733	5.72
$γ_{6}$	-0.1045	-2.21
$γ_{7}$	-0.0017	-0.04
$γ_{8}$	0.0034	0.10

Estimation Period:
Dec 13, 1996 to Nov 8, 2024

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts

Other Polar Capital Technology Trust PLC Analyses
GARCH
GJR-GARCH
EGARCH
APARCH
AGARCH
Spline-GARCH
MEM
Asy. MEM
Asy. Power MEM
GAS-GARCH Student T
MF2-GARCH