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Aberforth Smaller Companies Trust PLC Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:22.08% (-2.48%)
Analysis last updated: Sunday, February 8, 2026 at 02:56 AM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Aberforth Smaller Companies Trust PLC S0GARCH
paramt-stat
ω0.83835.79
α0.15769.51
β0.732531.07
γ1-0.0161-0.33
γ20.07671.05
γ3-0.1190-2.47
γ40.13673.28
γ5-0.1631-4.49
γ60.10343.17
γ70.00250.07
γ8-0.0355-0.90
γ90.01830.66
Estimation Period:
Dec 7, 1990 to Feb 6, 2026
Impact of return on volatility tomorrow
Volatility Forecasts