Scottish Mortgage Investment Trust PLC GJR-GARCH Volatility Analysis
Volatility Prediction for Friday, February 6th, 2026:20.51% (+0.30%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0277 | 27.27 | |
| 0.0391 | 15.12 | |
| 0.9057 | 477.95 | |
| 0.0841 | 16.18 |
Estimation Period:
Jan 2, 1990 to Jan 30, 2026
Jan 2, 1990 to Jan 30, 2026
News Impact Curve
Volatility Forecasts
Other Scottish Mortgage Investment Trust PLC Analyses
Other GJR-GARCH Analyses on Closed-end Funds