Henderson Far East Income Ltd GJR-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:17.25% (-0.61%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0554 | 18.59 | |
| 0.0334 | 8.79 | |
| 0.8715 | 236.96 | |
| 0.1087 | 11.92 |
Estimation Period:
Jan 2, 2007 to Feb 6, 2026
Jan 2, 2007 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
Other Henderson Far East Income Ltd Analyses
Other GJR-GARCH Analyses on Closed-end Funds