Gabelli Utility Trust GJR-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:15.22% (+1.50%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1675 | 25.62 | |
| 0.1752 | 16.10 | |
| 0.6823 | 115.14 | |
| 0.1802 | 7.83 |
Estimation Period:
Jul 12, 1999 to Feb 6, 2026
Jul 12, 1999 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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