Odyssean Investmen GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:17.39% (+0.52%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0038 | 5.41 | |
| 0.0155 | 5.20 | |
| 0.9634 | 358.82 | |
| 0.0421 | 5.19 |
Estimation Period:
May 1, 2018 to Feb 6, 2026
May 1, 2018 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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