Solvalor Fund Management Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 10th, 2026:12.25% (-0.30%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.8326 | 5.21 | |
| 0.1913 | 7.48 | |
| 0.6287 | 14.90 | |
| 0.2758 | 1.11 | |
| -0.5368 | -1.46 | |
| 0.4210 | 1.80 | |
| -0.1886 | -0.85 | |
| 0.0296 | 0.14 | |
| 0.0608 | 0.35 | |
| -0.2292 | -1.64 | |
| 0.4088 | 3.10 | |
| -0.5485 | -3.65 | |
| 0.4641 | 3.72 |
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 Zero Slope Spline-GARCH Analyses on Closed-end Funds