Scottish Oriental Smaller Companies Trust PLC/Fund GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:18.03% (-1.02%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.8738 | 6.71 | |
| 0.0854 | 22.18 | |
| 0.9750 | 252.06 | |
| 5.1581 | 6.86 |
Estimation Period:
Jan 2, 2007 to Feb 6, 2026
Jan 2, 2007 to Feb 6, 2026
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