Duff & Phelps GLB UTL Inc FD Spline-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 10th, 2026:13.64% (+1.11%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.3764 | 2.90 | |
| 0.1989 | 5.10 | |
| 0.6650 | 11.65 | |
| 0.1890 | 0.64 | |
| 0.1656 | 0.42 | |
| -0.8905 | -3.61 | |
| 1.0230 | 4.04 | |
| -0.7096 | -3.36 | |
| 0.3160 | 1.32 | |
| -0.3325 | -0.90 | |
| 0.3143 | 0.64 |
Estimation Period:
Aug 1, 2011 to Feb 6, 2026
Aug 1, 2011 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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