Scottish Oriental Smaller Companies Trust PLC/Fund AGARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:17.56% (-0.36%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0257 | 10.47 | |
| 0.0832 | 31.04 | |
| 0.8932 | 301.13 | |
| 0.5243 | 16.91 |
Estimation Period:
Jan 2, 2007 to Feb 6, 2026
Jan 2, 2007 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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