Smithson Investment Trust PLC EGARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:28.49% (-1.43%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0140 | 2.88 | |
| 0.1612 | 18.45 | |
| 0.9693 | 376.13 | |
| -0.1078 | -13.60 |
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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