Aberforth Smaller Companies Trust PLC Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:22.08% (-2.48%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.8383 | 5.79 | |
| 0.1576 | 9.51 | |
| 0.7325 | 31.07 | |
| -0.0161 | -0.33 | |
| 0.0767 | 1.05 | |
| -0.1190 | -2.47 | |
| 0.1367 | 3.28 | |
| -0.1631 | -4.49 | |
| 0.1034 | 3.17 | |
| 0.0025 | 0.07 | |
| -0.0355 | -0.90 | |
| 0.0183 | 0.66 |
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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