Scottish Oriental Smaller Companies Trust PLC/Fund GARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:16.47% (-0.74%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0470 | 21.14 | |
| 0.1000 | 33.84 | |
| 0.8762 | 264.00 |
Estimation Period:
Jan 2, 2007 to Feb 13, 2026
Jan 2, 2007 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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