V-Lab
Scottish Mortgage Investment Trust PLC GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Monday, November 11th, 2024:19.63% (-0.85%)
Analysis last updated: Sunday, November 10, 2024 at 04:20 AM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 2.3318 | 6.56 | |
| 0.0859 | 42.43 | |
| 0.9907 | 670.27 | |
| 7 | 8.49 |
Estimation Period:
Jan 2, 1990 to Nov 8, 2024
Jan 2, 1990 to Nov 8, 2024
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