Staude Capital Global Value Fund Ltd GJR-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:19.43% (-1.55%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1261 | 17.76 | |
| 0.1044 | 8.96 | |
| 0.7535 | 84.18 | |
| 0.1141 | 4.55 |
Estimation Period:
Jul 21, 2014 to Feb 6, 2026
Jul 21, 2014 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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