North Atlantic Smaller Cos Investment Trust PLC Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, February 6th, 2026:11.05% (+1.53%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.4460 | 3.43 | |
| 0.2434 | 5.63 | |
| 0.4561 | 6.18 | |
| -0.7265 | -4.35 | |
| 0.9542 | 4.33 | |
| -0.4638 | -3.43 | |
| 0.5211 | 3.83 | |
| -0.4832 | -3.33 | |
| 0.4161 | 2.86 | |
| -0.3687 | -2.59 | |
| 0.2210 | 1.50 | |
| -0.5043 | -2.63 |
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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