Ellsworth Grwth Incm FD Ltd GJR-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:20.14% (-0.70%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0224 | 20.84 | |
| 0.0691 | 17.24 | |
| 0.8749 | 361.39 | |
| 0.0928 | 9.99 |
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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