Morphic Ethical Equities Fund Limited Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 10th, 2026:21.66% (-0.72%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.9297 | 3.69 | |
| 0.1433 | 5.38 | |
| 0.6820 | 12.43 | |
| 0.2540 | 0.52 | |
| -0.7476 | -1.13 | |
| 1.3275 | 3.66 | |
| -1.8144 | -4.53 | |
| 1.6185 | 4.24 | |
| -0.8080 | -3.28 |
Estimation Period:
May 3, 2017 to Feb 6, 2026
May 3, 2017 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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