BH Macro Ltd GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:11.61% (-0.71%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.7633 | 6.12 | |
| 0.0684 | 56.68 | |
| 0.9927 | 838.42 | |
| 3.8536 | 32.33 |
Estimation Period:
Mar 8, 2007 to Feb 13, 2026
Mar 8, 2007 to Feb 13, 2026
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