Barings Corporate Investors GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 23rd, 2026:16.93% (-0.06%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0268 | 23.31 | |
| 0.0480 | 18.20 | |
| 0.9186 | 384.84 | |
| 0.0400 | 6.57 |
Estimation Period:
Jan 2, 1990 to Feb 20, 2026
Jan 2, 1990 to Feb 20, 2026
News Impact Curve
Volatility Forecasts
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