Montanaro European Smaller Cos Trust PLC GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:13.15% (-0.58%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0439 | 20.42 | |
| 0.0878 | 16.91 | |
| 0.8346 | 193.10 | |
| 0.1119 | 9.33 |
Estimation Period:
Jan 2, 2007 to Feb 6, 2026
Jan 2, 2007 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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