Flaherty & Crumrine Total Return Fund Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:5.06% (-0.23%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.6146 | 5.63 | |
| 0.2552 | 7.72 | |
| 0.6628 | 19.22 | |
| -0.2361 | -2.08 | |
| 0.6139 | 3.49 | |
| -0.8456 | -5.66 | |
| 0.6558 | 4.40 | |
| -0.1024 | -0.68 | |
| -0.2720 | -1.45 | |
| 0.4580 | 2.49 | |
| -0.4451 | -2.38 | |
| 0.1139 | 0.54 | |
| -0.0764 | -0.33 |
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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