Montanaro UK Smaller Companies Investment Trust PLC Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:10.49% (-0.42%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.5899 | 4.82 | |
| 0.1616 | 8.03 | |
| 0.7338 | 23.57 | |
| -0.2431 | -3.28 | |
| 0.3573 | 3.12 | |
| -0.1569 | -2.03 | |
| 0.1244 | 1.99 | |
| -0.2039 | -3.45 | |
| 0.1410 | 1.91 |
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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