Premium Income Corp GJR-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:19.74% (-0.51%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1321 | 24.55 | |
| 0.1179 | 22.00 | |
| 0.8220 | 211.63 | |
| 0.0638 | 5.70 |
Estimation Period:
Oct 30, 1996 to Feb 6, 2026
Oct 30, 1996 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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