High Income Securities Fund GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:8.39% (+0.39%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0160 | 17.93 | |
| 0.0992 | 19.18 | |
| 0.8653 | 266.16 | |
| 0.0711 | 6.15 |
Estimation Period:
Jan 1, 1998 to Feb 6, 2026
Jan 1, 1998 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
Other High Income Securities Fund Analyses
Other GJR-GARCH Analyses on Closed-end Funds