Skip to main content
V-Lab

Flaherty & Crumrine Total Return Fund Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:5.06% (-0.23%)
Analysis last updated: Friday, February 6, 2026 at 11:37 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Flaherty & Crumrine Total Return Fund SGARCH
paramt-stat
ω0.61465.63
α0.25527.72
β0.662819.22
γ1-0.2361-2.08
γ20.61393.49
γ3-0.8456-5.66
γ40.65584.40
γ5-0.1024-0.68
γ6-0.2720-1.45
γ70.45802.49
γ8-0.4451-2.38
γ90.11390.54
γ10-0.0764-0.33
Estimation Period:
Oct 9, 2003 to Feb 6, 2026
Impact of return on volatility tomorrow
Volatility Forecasts