Barings Corporate Investors EGARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:19.47% (-1.18%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0203 | 14.45 | |
| 0.1686 | 30.81 | |
| 0.9798 | 1,042.33 | |
| -0.0351 | -7.14 |
Estimation Period:
Jan 2, 1990 to Feb 6, 2026
Jan 2, 1990 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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