Smithson Investment Trust PLC Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 10th, 2026:25.70% (+5.97%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.9945 | 4.56 | |
| 0.1286 | 3.43 | |
| 0.7520 | 13.33 | |
| 1.8419 | 2.58 | |
| -3.4235 | -3.31 | |
| 3.7631 | 5.45 | |
| -4.3762 | -6.21 | |
| 3.0298 | 4.04 | |
| -0.7631 | -1.08 | |
| -0.1218 | -0.23 |
Estimation Period:
Oct 19, 2018 to Feb 6, 2026
Oct 19, 2018 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
Other Smithson Investment Trust PLC Analyses
Other Zero Slope Spline-GARCH Analyses on Closed-end Funds