Scottish Oriental Smaller Companies Trust PLC/Fund Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:15.49% (-0.91%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.5460 | 4.07 | |
| 0.1141 | 7.33 | |
| 0.8200 | 34.65 | |
| -0.1931 | -2.30 | |
| 0.2471 | 2.03 | |
| -0.0901 | -1.25 | |
| 0.1275 | 2.31 | |
| -0.2299 | -4.78 | |
| 0.2090 | 5.81 |
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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