BH Macro Ltd EGARCH Volatility Analysis
Volatility Prediction for Tuesday, February 10th, 2026:12.65% (-0.75%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0116 | 9.56 | |
| 0.1679 | 26.28 | |
| 0.9800 | 910.79 | |
| -0.0361 | -3.94 |
Estimation Period:
Mar 8, 2007 to Feb 6, 2026
Mar 8, 2007 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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