Gabelli Utility Trust Spline-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:13.89% (-1.40%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.9274 | 4.57 | |
| 0.2333 | 8.23 | |
| 0.6684 | 20.52 | |
| -0.0610 | -1.25 | |
| 0.1143 | 1.66 | |
| -0.1365 | -3.39 | |
| 0.1753 | 4.43 | |
| -0.1300 | -2.89 | |
| 0.0128 | 0.21 |
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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