Seraphim Space Investment Trust PLC GJR-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:70.82% (+2.13%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1480 | 6.94 | |
| 0.0449 | 5.09 | |
| 0.9185 | 149.32 | |
| 0.0585 | 2.17 |
Estimation Period:
Jul 14, 2021 to Feb 6, 2026
Jul 14, 2021 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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