Flaherty & Crumrine Preferred and Income Securities Fund Spline-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 10th, 2026:6.49% (-0.43%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.2880 | 4.31 | |
| 0.2333 | 8.35 | |
| 0.6968 | 23.49 | |
| -0.5702 | -3.96 | |
| 1.0236 | 4.75 | |
| -0.9493 | -5.56 | |
| 0.7165 | 4.39 | |
| -0.2155 | -1.45 | |
| -0.0578 | -0.38 | |
| 0.0532 | 0.29 | |
| 0.1649 | 0.68 | |
| -0.3835 | -1.50 | |
| 0.2021 | 0.82 |
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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