Henderson Smaller Companies Investment Trust PLC/The GJR-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:15.59% (-0.81%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0789 | 21.94 | |
| 0.0771 | 15.90 | |
| 0.8213 | 181.79 | |
| 0.1245 | 11.07 |
Estimation Period:
Jan 2, 2007 to Feb 6, 2026
Jan 2, 2007 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
Other Henderson Smaller Companies Investment Trust PLC/The Analyses
Other GJR-GARCH Analyses on Closed-end Funds