Blackrock Throgmorton Trust PLC GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:15.16% (-0.58%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0438 | 21.36 | |
| 0.0544 | 15.00 | |
| 0.8626 | 251.94 | |
| 0.1284 | 14.07 |
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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