Montanaro European Smaller Cos Trust PLC GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:14.17% (-1.03%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 2.9549 | 6.46 | |
| 0.1146 | 93.73 | |
| 0.9928 | 910.00 | |
| 3.0926 | 102.24 |
Estimation Period:
Jan 2, 2007 to Feb 6, 2026
Jan 2, 2007 to Feb 6, 2026
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