Solvalor Fund Management AGARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:12.85% (-0.71%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0400 | 16.88 | |
| 0.1495 | 27.73 | |
| 0.7920 | 98.88 | |
| 0.0224 | 1.00 |
Estimation Period:
Mar 7, 2006 to Feb 6, 2026
Mar 7, 2006 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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