abrdn Global Dynamic Dividend Fund GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 23rd, 2026:21.92% (+1.58%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0641 | 13.45 | |
| 0.1300 | 8.22 | |
| 0.7888 | 111.41 | |
| 0.1312 | 6.32 |
Estimation Period:
Jul 27, 2006 to Feb 20, 2026
Jul 27, 2006 to Feb 20, 2026
News Impact Curve
Volatility Forecasts
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