European Smaller Companies/The Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:13.71% (-0.60%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.9782 | 9.73 | |
| 0.1017 | 5.98 | |
| 0.8369 | 36.46 | |
| -0.0253 | -2.63 | |
| 0.0580 | 3.66 | |
| -0.0868 | -4.84 |
Estimation Period:
Jan 2, 2007 to Feb 6, 2026
Jan 2, 2007 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
Other European Smaller Companies/The Analyses
Other Spline-GARCH Analyses on Closed-end Funds