Montanaro UK Smaller Companies Investment Trust PLC GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:11.39% (-0.36%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0526 | 17.17 | |
| 0.0788 | 14.41 | |
| 0.8444 | 200.66 | |
| 0.0850 | 6.61 |
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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