Smithson Investment Trust PLC APARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:29.27% (-1.76%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0445 | 15.94 | |
| 0.0926 | 17.29 | |
| 0.8865 | 157.52 | |
| 0.6624 | 15.99 | |
| 1.2296 | 17.19 |
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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