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V-Lab

New America High Income Fund Inc Spline-GARCH Volatility Analysis
This asset is not actively trading
Analysis last updated: Tuesday, February 11, 2025 at 10:32 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of New America High Income Fund Inc SGARCH
paramt-stat
ω2.19477.63
α0.14727.61
β0.796531.31
γ10.00040.01
γ2-0.0017-0.03
γ30.02260.46
γ4-0.0734-1.46
γ50.16283.11
γ6-0.2451-4.40
γ70.25493.73
γ8-0.2276-2.29
γ90.26312.21
γ10-0.4621-3.44
Estimation Period:
Jan 2, 1990 to Feb 7, 2025
Impact of return on volatility tomorrow
Volatility Forecasts