Central Securities Corp Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:10.08% (-0.62%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.0801 | 4.80 | |
| 0.1477 | 8.67 | |
| 0.8030 | 41.77 | |
| -0.1108 | -3.87 | |
| 0.2000 | 4.95 | |
| -0.1569 | -5.93 | |
| 0.1190 | 4.45 | |
| -0.0732 | -2.62 | |
| 0.0133 | 0.30 |
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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