BH Macro Ltd MF2-GARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:13.53% (-0.53%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0551 | 7.93 | |
| 0.9101 | 265.88 | |
| 0.0565 | 6.82 | |
| 1.7492 | 28.59 |
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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