Smithson Investment Trust PLC GJR-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:29.41% (-1.54%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0444 | 11.55 | |
| 0.0118 | 4.08 | |
| 0.8795 | 186.64 | |
| 0.1603 | 11.85 |
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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