Baillie Gifford US Growth Trust PLC GJR-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:21.39% (+1.46%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1143 | 14.78 | |
| 0.0576 | 8.70 | |
| 0.8450 | 161.72 | |
| 0.1281 | 8.05 |
Estimation Period:
Mar 23, 2018 to Feb 6, 2026
Mar 23, 2018 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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