Central Securities Corp Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:10.48% (-0.59%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.0929 | 4.81 | |
| 0.1481 | 8.73 | |
| 0.8033 | 42.04 | |
| -0.1089 | -3.80 | |
| 0.1973 | 4.88 | |
| -0.1561 | -5.91 | |
| 0.1206 | 4.59 | |
| -0.0800 | -3.29 | |
| 0.0340 | 2.01 |
Estimation Period:
Jan 1, 1998 to Feb 6, 2026
Jan 1, 1998 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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