Scottish Mortgage Investment Trust PLC MF2-GARCH Volatility Analysis
Volatility Prediction for Monday, March 2nd, 2026:17.96% (-0.69%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 46 | ||
| 0.0260 | 10.97 | |
| 0.8474 | 189.02 | |
| 0.1266 | 33.66 | |
| 0.0044 | 5.95 | |
| 0.0275 | 6.93 | |
| 0.9702 | 227.43 |
Estimation Period:
Jan 2, 1990 to Feb 27, 2026
Jan 2, 1990 to Feb 27, 2026
News Impact Curve
Volatility Forecasts
Other Scottish Mortgage Investment Trust PLC Analyses
Other MF2-GARCH Analyses on Closed-end Funds