Barings Corporate Investors GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:19.09% (-0.64%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0265 | 23.16 | |
| 0.0478 | 18.19 | |
| 0.9192 | 386.07 | |
| 0.0398 | 6.54 |
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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