North American Financial 15 Split Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:35.76% (+5.43%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.1011 | 2.42 | |
| 0.2269 | 10.31 | |
| 0.7673 | 36.73 | |
| 0.0591 | 1.46 | |
| -0.1911 | -3.03 | |
| 0.1994 | 3.94 | |
| -0.0539 | -1.05 | |
| -0.0291 | -0.69 |
Estimation Period:
Oct 15, 2004 to Feb 6, 2026
Oct 15, 2004 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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