Smithson Investment Trust PLC GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:26.22% (+1.42%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.4040 | 4.90 | |
| 0.0936 | 14.58 | |
| 0.9716 | 157.70 | |
| 6.5225 | 2.83 |
Estimation Period:
Oct 19, 2018 to Feb 6, 2026
Oct 19, 2018 to Feb 6, 2026
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