Highland Opportunities and Income Fund GJR-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:14.90% (-1.90%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0985 | 16.36 | |
| 0.2087 | 9.73 | |
| 0.6983 | 72.69 | |
| 0.1860 | 5.53 |
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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