Ruffer Investment Co Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:9.36% (-0.87%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.0898 | 3.52 | |
| 0.1267 | 6.02 | |
| 0.7765 | 21.86 | |
| 0.0880 | 1.35 | |
| -0.1041 | -1.16 | |
| 0.0549 | 1.01 | |
| -0.1581 | -3.73 | |
| 0.1946 | 6.39 |
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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