Ruffer Investment Co Spline-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:8.74% (-0.93%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.9919 | 4.77 | |
| 0.1285 | 6.01 | |
| 0.7746 | 21.75 | |
| 0.0251 | 2.29 | |
| -0.0741 | -4.18 |
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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