Highland Opportunities and Income Fund EGARCH Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:16.11% (-2.28%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0527 | 11.85 | |
| 0.3756 | 29.56 | |
| 0.9424 | 220.60 | |
| -0.0696 | -6.71 |
Estimation Period:
Nov 6, 2017 to Feb 13, 2026
Nov 6, 2017 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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