abrdn Global Dynamic Dividend Fund GJR-GARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:13.49% (-1.01%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0642 | 13.42 | |
| 0.1301 | 8.18 | |
| 0.7882 | 110.50 | |
| 0.1320 | 6.34 |
Estimation Period:
Jul 27, 2006 to Feb 6, 2026
Jul 27, 2006 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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