Morphic Ethical Equities Fund Limited GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:22.26% (+0.30%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1450 | 10.50 | |
| 0.0578 | 4.93 | |
| 0.8768 | 94.99 | |
| 0.0267 | 1.53 |
Estimation Period:
May 3, 2017 to Feb 6, 2026
May 3, 2017 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
Other Morphic Ethical Equities Fund Limited Analyses
Other GJR-GARCH Analyses on Closed-end Funds