BH Macro Ltd AGARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:14.29% (-0.54%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0070 | 3.72 | |
| 0.0865 | 28.35 | |
| 0.9100 | 317.63 | |
| 0.2025 | 3.01 |
Estimation Period:
Mar 8, 2007 to Feb 13, 2026
Mar 8, 2007 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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