RIT Capital Partners PLC/Fund Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, March 2nd, 2026:16.50% (-0.78%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.8539 | 4.05 | |
| 0.1242 | 9.93 | |
| 0.8045 | 44.32 | |
| -0.0958 | -1.63 | |
| 0.1659 | 2.11 | |
| -0.1069 | -2.58 | |
| 0.1030 | 2.41 | |
| -0.1465 | -3.62 | |
| 0.0788 | 2.22 | |
| 0.0496 | 1.47 | |
| -0.0624 | -1.95 | |
| 0.0098 | 0.46 |
Estimation Period:
Jan 2, 1990 to Feb 27, 2026
Jan 2, 1990 to Feb 27, 2026
News Impact Curve
Volatility Forecasts
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