V-Lab
SRH Total Return Fund Inc Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, May 6th, 2024:9.08% (+0.16%)
Analysis last updated: Friday, May 3, 2024 at 10:08 PM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.3707 | 7.41 | |
| 0.1229 | 7.53 | |
| 0.8246 | 38.79 | |
| 0.0296 | 0.68 | |
| -0.0757 | -1.03 | |
| 0.1283 | 1.96 | |
| -0.1723 | -2.77 | |
| 0.2180 | 3.95 | |
| -0.3117 | -4.93 | |
| 0.3064 | 4.08 | |
| -0.1478 | -2.10 | |
| 0.0660 | 0.91 | |
| -0.1588 | -1.71 |
Estimation Period:
Jan 2, 1990 to May 3, 2024
Jan 2, 1990 to May 3, 2024
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