North Atlantic Smaller Cos Investment Trust PLC Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, February 6th, 2026:17.37% (+0.77%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.4685 | 3.37 | |
| 0.2282 | 5.42 | |
| 0.5233 | 7.54 | |
| -0.6773 | -3.98 | |
| 0.8822 | 3.89 | |
| -0.4297 | -3.02 | |
| 0.5027 | 3.47 | |
| -0.4666 | -2.99 | |
| 0.3754 | 2.41 | |
| -0.2559 | -1.75 | |
| -0.0469 | -0.36 | |
| 0.1893 | 2.34 |
Estimation Period:
Jan 2, 2007 to Jan 30, 2026
Jan 2, 2007 to Jan 30, 2026
News Impact Curve
Volatility Forecasts
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