Aberforth Smaller Companies Trust PLC Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:20.98% (-2.62%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.8117 | 5.70 | |
| 0.1585 | 9.52 | |
| 0.7300 | 30.58 | |
| -0.0292 | -0.60 | |
| 0.0987 | 1.35 | |
| -0.1361 | -2.82 | |
| 0.1531 | 3.71 | |
| -0.1789 | -4.96 | |
| 0.1179 | 3.60 | |
| -0.0144 | -0.39 | |
| -0.0057 | -0.12 | |
| -0.0561 | -0.98 |
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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