V-Lab: Aberforth Smaller Companies Trust PLC GAS-GARCH Student T Volatility Analysis

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V-Lab

Aberforth Smaller Companies Trust PLC GAS-GARCH Student T Volatility Analysis

Volatility Prediction for Friday, September 20th, 2024:28.19% (+0.13%)

Analysis last updated: Saturday, September 21, 2024 at 12:30 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	8.5397	6.76
$α$	0.0976	147.38
$β$	0.9972	2474.47
$ν$	2	545.15

Estimation Period:
Dec 7, 1990 to Sep 13, 2024

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