Scottish Mortgage Investment Trust PLC GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:19.75% (-0.78%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0277 | 27.30 | |
| 0.0391 | 15.14 | |
| 0.9058 | 478.49 | |
| 0.0839 | 16.15 |
Estimation Period:
Jan 2, 1990 to Feb 13, 2026
Jan 2, 1990 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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