Ruffer Investment Co GJR-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:11.54% (-0.73%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0184 | 21.04 | |
| 0.0792 | 12.88 | |
| 0.8506 | 203.26 | |
| 0.0783 | 5.08 |
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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