V-Lab
Aberforth Smaller Companies Trust PLC AGARCH Volatility Analysis
Volatility Prediction for Monday, November 11th, 2024:19.62% (+2.08%)
Analysis last updated: Sunday, November 10, 2024 at 03:41 AM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0453 | 28.12 | |
| 0.1432 | 45.69 | |
| 0.8248 | 257.91 | |
| 0.2011 | 13.88 |
Estimation Period:
Dec 7, 1990 to Nov 8, 2024
Dec 7, 1990 to Nov 8, 2024
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