Flaherty & Crumrine Preferred and Income Securities Fund GJR-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 10th, 2026:7.97% (-0.32%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0407 | 27.69 | |
| 0.1072 | 16.13 | |
| 0.7727 | 177.50 | |
| 0.2017 | 11.64 |
Estimation Period:
Jan 30, 2003 to Feb 6, 2026
Jan 30, 2003 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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