Aberforth Smaller Companies Trust PLC MF2-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:24.01% (-32.88%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 126 | ||
| 0.7449 | 7,449,040.00 | |
| 0.0051 | 50,970.00 | |
| 0.5000 | 5,000,000.00 | |
| 0.0453 | 452,760.00 | |
| 0.0000 | 100.00 | |
| 0.9932 | 9,932,080.00 |
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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