Aberforth Smaller Companies Trust PLC AGARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:21.78% (-1.94%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0473 | 28.85 | |
| 0.1453 | 46.45 | |
| 0.8206 | 255.31 | |
| 0.2055 | 14.42 |
Estimation Period:
Dec 7, 1990 to Feb 6, 2026
Dec 7, 1990 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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