Aberforth Smaller Companies Trust PLC GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:21.40% (-1.61%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0472 | 29.34 | |
| 0.1434 | 45.14 | |
| 0.8260 | 255.73 |
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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