V-Lab
RIT Capital Partners PLC/Fund MF2-GARCH Volatility Analysis
Volatility Prediction for Tuesday, November 12th, 2024:2.52% (-1.15%)
Analysis last updated: Tuesday, November 12, 2024 at 10:20 PM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 31 | ||
| 1.0000 | 9999900.00 | |
| 0.0101 | 100980.00 | |
| -0.0202 | -201770.00 | |
| 1.0041 | 45.05 | |
| 0.1094 | 40.03 | |
| 0.0167 | 0.69 |
Estimation Period:
Jan 2, 1990 to Nov 8, 2024
Jan 2, 1990 to Nov 8, 2024
News Impact Curve
Volatility Forecasts
Other RIT Capital Partners PLC/Fund Analyses