European Equity Fund Inc Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:16.99% (-0.09%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 2.3998 | 5.08 | |
| 0.1106 | 9.27 | |
| 0.8451 | 51.42 | |
| 0.0241 | 0.77 | |
| 0.0158 | 0.35 | |
| -0.0910 | -3.09 | |
| 0.1156 | 4.32 | |
| -0.1406 | -5.55 | |
| 0.1317 | 4.88 | |
| -0.0657 | -2.33 | |
| 0.0070 | 0.31 |
Estimation Period:
Jan 2, 1990 to Feb 6, 2026
Jan 2, 1990 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
Other European Equity Fund Inc Analyses
Other Zero Slope Spline-GARCH Analyses on Closed-end Funds