Manati Capital Hedge Fund Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 10th, 2026:7.40% (-0.42%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.3744 | 2.29 | |
| 0.1741 | 3.22 | |
| 0.5130 | 3.89 | |
| -10.0561 | -4.05 | |
| 14.0322 | 4.16 | |
| -6.4386 | -3.33 | |
| 3.8550 | 3.02 |
Estimation Period:
Aug 29, 2022 to Feb 6, 2026
Aug 29, 2022 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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