Montanaro UK Smaller Companies Investment Trust PLC GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Friday, February 6th, 2026:11.79% (-0.03%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.6431 | 6.11 | |
| 0.1135 | 28.42 | |
| 0.9767 | 245.03 | |
| 4.9804 | 10.17 |
Estimation Period:
Jan 2, 2007 to Jan 30, 2026
Jan 2, 2007 to Jan 30, 2026
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