BH Macro Ltd GARCH Volatility Analysis
Volatility Prediction for Friday, February 6th, 2026:16.99% (+3.07%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0122 | 12.95 | |
| 0.0886 | 27.78 | |
| 0.9042 | 288.98 |
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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