Smithson Investment Trust PLC AGARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:27.87% (-2.55%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0337 | 6.31 | |
| 0.1233 | 18.90 | |
| 0.8248 | 107.07 | |
| 0.6190 | 19.88 |
Estimation Period:
Oct 19, 2018 to Feb 6, 2026
Oct 19, 2018 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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