Blackrock Throgmorton Trust PLC AGARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:15.16% (-0.90%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0324 | 12.77 | |
| 0.1188 | 31.52 | |
| 0.8562 | 212.41 | |
| 0.4343 | 19.95 |
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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