Scottish Mortgage Investment Trust PLC Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:18.51% (-1.05%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.8946 | 6.23 | |
| 0.0991 | 10.72 | |
| 0.8620 | 70.04 | |
| -0.0248 | -0.76 | |
| 0.0863 | 1.78 | |
| -0.1252 | -4.04 | |
| 0.1239 | 4.33 | |
| -0.1162 | -4.30 | |
| 0.0984 | 3.17 | |
| -0.0434 | -1.26 | |
| -0.0809 | -1.82 |
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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