BH Macro Ltd GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 10th, 2026:15.71% (-0.71%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0122 | 12.93 | |
| 0.0889 | 27.95 | |
| 0.9040 | 289.75 |
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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