Ruffer Investment Co AGARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:11.39% (-0.77%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0143 | 13.61 | |
| 0.1140 | 33.23 | |
| 0.8531 | 206.21 | |
| 0.1985 | 9.74 |
Estimation Period:
Sep 15, 2010 to Feb 6, 2026
Sep 15, 2010 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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