Barings Corporate Investors Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:20.74% (-0.46%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.0504 | 7.89 | |
| 0.1287 | 7.84 | |
| 0.7557 | 24.86 | |
| -0.0078 | -0.22 | |
| 0.0835 | 1.51 | |
| -0.1162 | -2.57 | |
| 0.0169 | 0.45 | |
| 0.1078 | 3.50 | |
| -0.2227 | -7.46 | |
| 0.2289 | 7.04 | |
| -0.1082 | -3.01 | |
| 0.0535 | 1.38 | |
| -0.0683 | -2.21 |
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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