BH Macro Ltd GJR-GARCH Volatility Analysis
Volatility Prediction for Friday, February 20th, 2026:12.71% (+0.11%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0097 | 12.85 | |
| 0.0580 | 15.21 | |
| 0.9123 | 302.69 | |
| 0.0561 | 5.70 |
Estimation Period:
Mar 8, 2007 to Feb 13, 2026
Mar 8, 2007 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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