Scottish Oriental Smaller Companies Trust PLC/Fund GJR-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:17.08% (-0.56%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0420 | 23.65 | |
| 0.0506 | 13.66 | |
| 0.8899 | 304.87 | |
| 0.0781 | 10.46 |
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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