Barings Participation Investors Spline-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:19.43% (-0.29%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.9938 | 8.89 | |
| 0.1066 | 9.64 | |
| 0.8213 | 46.18 | |
| -0.0168 | -1.75 | |
| 0.0383 | 2.73 | |
| -0.0433 | -4.91 | |
| 0.0351 | 3.88 | |
| -0.0081 | -0.46 |
Estimation Period:
Jan 2, 1990 to Feb 13, 2026
Jan 2, 1990 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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