V-Lab
RIT Capital Partners PLC/Fund EGARCH Volatility Analysis
Volatility Prediction for Monday, November 11th, 2024:14.78% (-0.64%)
Analysis last updated: Sunday, November 10, 2024 at 03:59 AM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0194 | 10.46 | |
| 0.1565 | 32.61 | |
| 0.9675 | 640.33 | |
| -0.0703 | -15.00 |
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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