Montanaro UK Smaller Companies Investment Trust PLC MF2-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:11.31% (-0.36%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 51 | ||
| 0.0838 | 16.54 | |
| 0.7626 | 90.13 | |
| 0.1084 | 15.23 | |
| 0.0072 | 4.52 | |
| 0.0252 | 4.80 | |
| 0.9695 | 149.34 |
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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