Smithson Investment Trust PLC Spline-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 10th, 2026:25.86% (+5.85%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.9953 | 4.57 | |
| 0.1275 | 3.40 | |
| 0.7537 | 13.38 | |
| 1.8573 | 2.60 | |
| -3.4517 | -3.34 | |
| 3.7888 | 5.49 | |
| -4.4046 | -6.25 | |
| 3.0697 | 4.06 | |
| -0.8396 | -1.11 | |
| 0.0766 | 0.07 |
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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