RBR Premium Recebiveis EGARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:13.05% (-0.32%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0303 | 8.20 | |
| 0.2807 | 15.88 | |
| 0.9380 | 134.90 | |
| 0.0313 | 1.49 |
Estimation Period:
Aug 1, 2022 to Feb 6, 2026
Aug 1, 2022 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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