Montanaro UK Smaller Companies Investment Trust PLC EGARCH Volatility Analysis
Volatility Prediction for Friday, February 6th, 2026:12.44% (+0.24%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0237 | 10.42 | |
| 0.2327 | 40.27 | |
| 0.9558 | 389.98 | |
| -0.0538 | -9.81 |
Estimation Period:
Jan 2, 2007 to Jan 30, 2026
Jan 2, 2007 to Jan 30, 2026
News Impact Curve
Volatility Forecasts
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