Aberforth Smaller Companies Trust PLC GJR-GARCH Volatility Analysis
Volatility Prediction for Friday, February 6th, 2026:25.03% (+12.80%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0492 | 32.21 | |
| 0.0958 | 25.00 | |
| 0.8268 | 270.12 | |
| 0.0919 | 11.01 |
Estimation Period:
Dec 7, 1990 to Jan 30, 2026
Dec 7, 1990 to Jan 30, 2026
News Impact Curve
Volatility Forecasts
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