Abrdn Australia Equity Fund Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:27.51% (-1.83%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.4313 | 9.13 | |
| 0.1317 | 9.53 | |
| 0.8196 | 47.29 | |
| 0.0416 | 4.23 | |
| -0.0714 | -4.52 | |
| 0.0518 | 4.66 | |
| -0.0288 | -4.01 |
Estimation Period:
Jan 1, 1998 to Feb 6, 2026
Jan 1, 1998 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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