Temple Bar Investment Trust PLC/Fund GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:14.11% (-0.33%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0285 | 22.15 | |
| 0.0455 | 18.71 | |
| 0.8894 | 385.52 | |
| 0.0903 | 15.68 |
Estimation Period:
Jan 2, 1990 to Feb 6, 2026
Jan 2, 1990 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
Other Temple Bar Investment Trust PLC/Fund Analyses
Other GJR-GARCH Analyses on Closed-end Funds