V-Lab
RIT Capital Partners PLC/Fund GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Monday, November 11th, 2024:15.52% (-1.08%)
Analysis last updated: Sunday, November 10, 2024 at 04:01 AM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 2.2693 | 4.36 | |
| 0.0820 | 69.33 | |
| 0.9922 | 517.05 | |
| 4 | 41.62 |
Estimation Period:
Jan 2, 1990 to Nov 8, 2024
Jan 2, 1990 to Nov 8, 2024
Other RIT Capital Partners PLC/Fund Analyses