Skip to main content
V-Lab

Aberforth Smaller Companies Trust PLC Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:20.98% (-2.62%)
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 SGARCH
paramt-stat
ω0.81175.70
α0.15859.52
β0.730030.58
γ1-0.0292-0.60
γ20.09871.35
γ3-0.1361-2.82
γ40.15313.71
γ5-0.1789-4.96
γ60.11793.60
γ7-0.0144-0.39
γ8-0.0057-0.12
γ9-0.0561-0.98
Estimation Period:
Dec 7, 1990 to Feb 6, 2026
Impact of return on volatility tomorrow
Volatility Forecasts