Highland Glbal Alocation FND GJR-GARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:19.30% (+0.41%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.3325 | 15.38 | |
| 0.1953 | 9.19 | |
| 0.6290 | 36.22 | |
| 0.0917 | 2.79 |
Estimation Period:
Feb 19, 2019 to Feb 6, 2026
Feb 19, 2019 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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