V-Lab
Witan Investment Trust PLC EGARCH Volatility Analysis
Volatility Prediction for Thursday, October 10th, 2024:9.25% (-0.46%)
Analysis last updated: Thursday, October 10, 2024 at 11:58 PM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0060 | 4.02 | |
| 0.1636 | 45.39 | |
| 0.9704 | 947.68 | |
| -0.0782 | -22.68 |
Estimation Period:
Jan 2, 1990 to Oct 4, 2024
Jan 2, 1990 to Oct 4, 2024
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