Scottish Mortgage Investment Trust PLC MF2-GARCH Volatility Analysis
Volatility Prediction for Friday, February 6th, 2026:21.64% (+0.28%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 46 | ||
| 0.0261 | 10.97 | |
| 0.8470 | 188.72 | |
| 0.1270 | 33.70 | |
| 0.0044 | 5.94 | |
| 0.0276 | 6.92 | |
| 0.9701 | 226.62 |
Estimation Period:
Jan 2, 1990 to Jan 30, 2026
Jan 2, 1990 to Jan 30, 2026
News Impact Curve
Volatility Forecasts
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