Scottish Oriental Smaller Companies Trust PLC/Fund EGARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:18.32% (-0.47%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0272 | 16.39 | |
| 0.1773 | 34.07 | |
| 0.9661 | 676.53 | |
| -0.0666 | -13.49 |
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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