Ruffer Investment Co EGARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:12.33% (-0.97%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| -0.0228 | -10.13 | |
| 0.2267 | 33.40 | |
| 0.9532 | 420.28 | |
| -0.0516 | -7.18 |
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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