Morphic Ethical Equities Fund Limited Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:19.48% (+1.16%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.9337 | 3.69 | |
| 0.1450 | 5.43 | |
| 0.6809 | 12.56 | |
| 0.2644 | 0.54 | |
| -0.7708 | -1.16 | |
| 1.3652 | 3.74 | |
| -1.8898 | -4.63 | |
| 1.7842 | 4.09 | |
| -1.2652 | -2.16 |
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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