Aberforth Smaller Companies Trust PLC GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, March 2nd, 2026:13.93% (-0.84%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0496 | 32.26 | |
| 0.0966 | 25.07 | |
| 0.8266 | 269.33 | |
| 0.0900 | 10.81 |
Estimation Period:
Dec 7, 1990 to Feb 27, 2026
Dec 7, 1990 to Feb 27, 2026
News Impact Curve
Volatility Forecasts
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