Barings Corporate Investors Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, February 20th, 2026:21.76% (-0.39%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.0863 | 8.29 | |
| 0.1278 | 7.77 | |
| 0.7555 | 24.64 | |
| -0.0022 | -0.06 | |
| 0.0750 | 1.39 | |
| -0.1096 | -2.45 | |
| 0.0101 | 0.27 | |
| 0.1123 | 3.68 | |
| -0.2246 | -7.62 | |
| 0.2302 | 7.18 | |
| -0.1098 | -3.11 | |
| 0.0539 | 1.41 | |
| -0.0677 | -2.21 |
Estimation Period:
Jan 2, 1990 to Feb 13, 2026
Jan 2, 1990 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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