Abrdn Australia Equity Fund Spline-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:25.86% (-2.04%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.2235 | 7.69 | |
| 0.1359 | 9.42 | |
| 0.8080 | 43.76 | |
| 0.0070 | 0.27 | |
| 0.0311 | 0.79 | |
| -0.1040 | -3.91 | |
| 0.1068 | 4.34 | |
| -0.0244 | -0.94 | |
| -0.0786 | -1.87 |
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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