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Flaherty & Crumrine Total Return Fund Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 10th, 2026:6.07% (+0.01%)
Analysis last updated: Monday, February 9, 2026 at 10:32 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Flaherty & Crumrine Total Return Fund S0GARCH
paramt-stat
ω0.63375.63
α0.25477.70
β0.666419.40
γ1-0.2083-1.81
γ20.56653.18
γ3-0.8088-5.35
γ40.62734.17
γ5-0.0887-0.58
γ6-0.2674-1.40
γ70.42942.33
γ8-0.3752-2.09
γ9-0.0409-0.22
γ100.31422.59
Estimation Period:
Oct 9, 2003 to Feb 6, 2026
Impact of return on volatility tomorrow
Volatility Forecasts