Oryx International Growth Fund Ltd Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:27.42% (-3.53%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.7305 | 3.90 | |
| 0.2728 | 6.34 | |
| 0.5720 | 10.12 | |
| 2.1083 | 7.09 | |
| -3.3328 | -6.60 | |
| 1.4650 | 2.87 | |
| -0.0199 | -0.04 | |
| -0.4445 | -0.91 | |
| 0.8097 | 1.37 | |
| -1.0977 | -1.69 | |
| 0.7016 | 1.28 | |
| -0.2164 | -0.53 | |
| -0.4447 | -0.84 |
Estimation Period:
Aug 7, 2003 to Feb 6, 2026
Aug 7, 2003 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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