BH Macro Ltd EGARCH Volatility Analysis
Volatility Prediction for Friday, February 6th, 2026:13.35% (+1.79%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0115 | 9.47 | |
| 0.1669 | 26.15 | |
| 0.9802 | 916.08 | |
| -0.0368 | -4.02 |
Estimation Period:
Mar 8, 2007 to Jan 30, 2026
Mar 8, 2007 to Jan 30, 2026
News Impact Curve
Volatility Forecasts
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