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North Atlantic Smaller Cos Investment Trust PLC Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, February 6th, 2026:11.05% (+1.53%)
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 SGARCH
paramt-stat
ω0.44603.43
α0.24345.63
β0.45616.18
γ1-0.7265-4.35
γ20.95424.33
γ3-0.4638-3.43
γ40.52113.83
γ5-0.4832-3.33
γ60.41612.86
γ7-0.3687-2.59
γ80.22101.50
γ9-0.5043-2.63
Estimation Period:
Jan 2, 2007 to Jan 30, 2026
Impact of return on volatility tomorrow
Volatility Forecasts