Solvalor Fund Management GJR-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:12.39% (-0.92%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0389 | 17.09 | |
| 0.1207 | 13.62 | |
| 0.7993 | 103.85 | |
| 0.0452 | 2.63 |
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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