Gabelli Utility Trust MF2-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:13.42% (-1.17%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 41 | ||
| 0.1428 | 16.91 | |
| 0.5556 | 39.25 | |
| 0.2853 | 17.62 | |
| 0.0975 | 2.60 | |
| 0.0950 | 2.39 | |
| 0.8643 | 15.60 |
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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