Scottish Oriental Smaller Companies Trust PLC/Fund MF2-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 10th, 2026:10.26% (-2.92%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 31 | ||
| 0.7427 | 7,427,240.00 | |
| 0.0073 | 72,760.00 | |
| 0.5000 | 5,000,000.00 | |
| 1.5957 | 33.35 | |
| 0.1154 | 25.58 | |
| 0.0000 | 0.00 |
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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