abrdn Life Sciences Investors GJR-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:19.44% (-0.39%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0636 | 27.62 | |
| 0.0681 | 18.32 | |
| 0.8651 | 326.33 | |
| 0.0915 | 13.40 |
Estimation Period:
May 4, 1992 to Feb 13, 2026
May 4, 1992 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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