STS Global Income & Growth Trust PLC GJR-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 10th, 2026:13.42% (-0.39%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0473 | 17.35 | |
| 0.0391 | 10.85 | |
| 0.8729 | 250.84 | |
| 0.1073 | 10.62 |
Estimation Period:
Jan 2, 2007 to Feb 6, 2026
Jan 2, 2007 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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