Barings Participation Investors GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:22.13% (-1.03%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0850 | 25.43 | |
| 0.0706 | 20.45 | |
| 0.8633 | 275.81 | |
| 0.0482 | 6.28 |
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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