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North Atlantic Smaller Cos Investment Trust PLC Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, February 6th, 2026:17.37% (+0.77%)
Analysis last updated: Saturday, February 7, 2026 at 01:09 AM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of North Atlantic Smaller Cos Investment Trust PLC S0GARCH
paramt-stat
ω0.46853.37
α0.22825.42
β0.52337.54
γ1-0.6773-3.98
γ20.88223.89
γ3-0.4297-3.02
γ40.50273.47
γ5-0.4666-2.99
γ60.37542.41
γ7-0.2559-1.75
γ8-0.0469-0.36
γ90.18932.34
Estimation Period:
Jan 2, 2007 to Jan 30, 2026
Impact of return on volatility tomorrow
Volatility Forecasts