Barings Participation Investors Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:18.09% (-0.49%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.9962 | 9.01 | |
| 0.1049 | 9.39 | |
| 0.8220 | 45.84 | |
| -0.0165 | -1.74 | |
| 0.0385 | 2.78 | |
| -0.0453 | -5.35 | |
| 0.0409 | 5.36 | |
| -0.0237 | -3.87 |
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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