V-Lab
Aberforth Smaller Companies Trust PLC GARCH Volatility Analysis
Volatility Prediction for Friday, September 20th, 2024:14.69% (-0.19%)
Analysis last updated: Saturday, September 21, 2024 at 12:30 AM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0449 | 28.38 | |
| 0.1409 | 44.27 | |
| 0.8304 | 258.06 |
Estimation Period:
Dec 7, 1990 to Sep 13, 2024
Dec 7, 1990 to Sep 13, 2024
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