Rights & Issues IT GJR-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:26.96% (-0.63%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0242 | 12.17 | |
| 0.0529 | 11.20 | |
| 0.9203 | 233.82 | |
| 0.0401 | 4.74 |
Estimation Period:
Aug 11, 1994 to Feb 6, 2026
Aug 11, 1994 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
Other Rights & Issues IT Analyses
Other GJR-GARCH Analyses on Closed-end Funds