North Atlantic Smaller Cos Investment Trust PLC GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:14.69% (-0.31%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0400 | 13.06 | |
| 0.0225 | 8.69 | |
| 0.9129 | 279.60 | |
| 0.0903 | 12.90 |
Estimation Period:
Jan 2, 2007 to Feb 13, 2026
Jan 2, 2007 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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