Flaherty & Crumrine Total Return Fund Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 10th, 2026:6.07% (+0.01%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.6337 | 5.63 | |
| 0.2547 | 7.70 | |
| 0.6664 | 19.40 | |
| -0.2083 | -1.81 | |
| 0.5665 | 3.18 | |
| -0.8088 | -5.35 | |
| 0.6273 | 4.17 | |
| -0.0887 | -0.58 | |
| -0.2674 | -1.40 | |
| 0.4294 | 2.33 | |
| -0.3752 | -2.09 | |
| -0.0409 | -0.22 | |
| 0.3142 | 2.59 |
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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