Scottish Oriental Smaller Companies Trust PLC/Fund Spline-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:14.86% (-0.92%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.6942 | 6.79 | |
| 0.1092 | 7.64 | |
| 0.8442 | 44.67 | |
| -0.0403 | -3.32 | |
| 0.0725 | 3.81 | |
| -0.0983 | -4.69 |
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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