V-Lab
RIT Capital Partners PLC/Fund AGARCH Volatility Analysis
Volatility Prediction for Tuesday, November 12th, 2024:14.56% (+0.60%)
Analysis last updated: Tuesday, November 12, 2024 at 10:19 PM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0137 | 10.12 | |
| 0.0798 | 39.29 | |
| 0.9017 | 366.23 | |
| 0.4180 | 21.76 |
Estimation Period:
Jan 2, 1990 to Nov 8, 2024
Jan 2, 1990 to Nov 8, 2024
News Impact Curve
Volatility Forecasts
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