V-Lab
Aberforth Smaller Companies Trust PLC GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, November 11th, 2024:20.51% (+2.80%)
Analysis last updated: Sunday, November 10, 2024 at 03:40 AM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0471 | 31.26 | |
| 0.0958 | 24.78 | |
| 0.8312 | 272.26 | |
| 0.0872 | 10.44 |
Estimation Period:
Dec 7, 1990 to Nov 8, 2024
Dec 7, 1990 to Nov 8, 2024
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