High Income Securities Fund Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:9.33% (+0.73%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.1785 | 4.60 | |
| 0.1479 | 8.10 | |
| 0.7912 | 35.17 | |
| -0.0686 | -0.75 | |
| 0.0186 | 0.13 | |
| 0.1363 | 1.20 | |
| 0.0120 | 0.13 | |
| -0.3813 | -4.60 | |
| 0.5190 | 4.14 | |
| -0.3900 | -3.02 | |
| 0.4017 | 3.92 | |
| -0.4849 | -6.04 | |
| 0.3134 | 5.01 |
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 Zero Slope Spline-GARCH Analyses on Closed-end Funds