Barings Participation Investors MF2-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:22.28% (-0.73%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 46 | ||
| 0.0851 | 20.37 | |
| 0.7575 | 79.76 | |
| 0.0560 | 9.05 | |
| 0.0181 | 3.04 | |
| 0.0274 | 4.09 | |
| 0.9629 | 98.94 |
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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