Solvalor Fund Management EGARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:13.78% (-0.81%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| -0.0340 | -10.05 | |
| 0.3109 | 32.06 | |
| 0.9102 | 169.50 | |
| -0.0311 | -4.49 |
Estimation Period:
Mar 7, 2006 to Feb 6, 2026
Mar 7, 2006 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
Other Solvalor Fund Management Analyses
Other EGARCH Analyses on Closed-end Funds