Scottish Mortgage Investment Trust PLC MF2-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:20.59% (-1.05%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 46 | ||
| 0.0261 | 11.00 | |
| 0.8470 | 188.77 | |
| 0.1269 | 33.69 | |
| 0.0044 | 5.95 | |
| 0.0276 | 6.93 | |
| 0.9702 | 227.27 |
Estimation Period:
Jan 2, 1990 to Feb 6, 2026
Jan 2, 1990 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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