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Scottish Mortgage Investment Trust PLC Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:18.51% (-1.05%)
Analysis last updated: Sunday, February 8, 2026 at 03:55 AM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Scottish Mortgage Investment Trust PLC SGARCH
paramt-stat
ω0.89466.23
α0.099110.72
β0.862070.04
γ1-0.0248-0.76
γ20.08631.78
γ3-0.1252-4.04
γ40.12394.33
γ5-0.1162-4.30
γ60.09843.17
γ7-0.0434-1.26
γ8-0.0809-1.82
Estimation Period:
Jan 2, 1990 to Feb 6, 2026
Impact of return on volatility tomorrow
Volatility Forecasts