Flaherty & Crumrine Total Return Fund GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:7.18% (+0.01%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0320 | 26.07 | |
| 0.1391 | 24.04 | |
| 0.7673 | 156.98 | |
| 0.1762 | 10.67 |
Estimation Period:
Oct 9, 2003 to Feb 6, 2026
Oct 9, 2003 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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