V-Lab
SRH Total Return Fund Inc Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Tuesday, April 30th, 2024:11.92% (-0.60%)
Analysis last updated: Monday, April 29, 2024 at 09:56 PM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.3108 | 7.00 | |
| 0.1225 | 7.63 | |
| 0.8281 | 40.13 | |
| 0.0008 | 0.02 | |
| -0.0274 | -0.36 | |
| 0.0924 | 1.38 | |
| -0.1424 | -2.25 | |
| 0.1935 | 3.43 | |
| -0.2891 | -4.40 | |
| 0.2791 | 3.60 | |
| -0.1089 | -1.57 | |
| -0.0011 | -0.02 | |
| -0.0023 | -0.05 |
Estimation Period:
Jan 2, 1990 to Apr 26, 2024
Jan 2, 1990 to Apr 26, 2024
News Impact Curve
Volatility Forecasts
Other SRH Total Return Fund Inc Analyses