V-Lab
Polar Capital Technology Trust PLC Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, November 11th, 2024:28.96% (-1.23%)
Analysis last updated: Sunday, November 10, 2024 at 04:14 AM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.0759 | 6.31 | |
| 0.1118 | 10.48 | |
| 0.8370 | 56.83 | |
| 0.0527 | 1.11 | |
| -0.2382 | -3.29 | |
| 0.4233 | 8.26 | |
| -0.4189 | -9.13 | |
| 0.2822 | 5.88 | |
| -0.1132 | -2.31 | |
| 0.0101 | 0.19 | |
| -0.0202 | -0.23 |
Estimation Period:
Dec 13, 1996 to Nov 8, 2024
Dec 13, 1996 to Nov 8, 2024
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