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V-Lab

High Income Securities Fund Spline-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:7.22% (-0.04%)
Analysis last updated: Tuesday, February 10, 2026 at 10:46 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of High Income Securities Fund SGARCH
paramt-stat
ω1.14534.43
α0.14888.03
β0.789934.37
γ1-0.0902-0.97
γ20.05190.37
γ30.11531.02
γ40.03060.33
γ5-0.3982-4.85
γ60.53104.25
γ7-0.3910-3.02
γ80.37683.53
γ9-0.4047-3.24
γ100.09430.37
Estimation Period:
Jan 1, 1998 to Feb 6, 2026
Impact of return on volatility tomorrow
Volatility Forecasts