Barings Corporate Investors MF2-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:19.33% (-0.43%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 36 | ||
| 0.1071 | 22.77 | |
| 0.7017 | 59.94 | |
| 0.0514 | 7.30 | |
| 0.0054 | 2.90 | |
| 0.0255 | 5.55 | |
| 0.9713 | 178.10 |
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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