Solvalor Fund Management Spline-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 10th, 2026:13.12% (-0.13%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.9042 | 7.52 | |
| 0.1720 | 6.48 | |
| 0.7119 | 16.81 | |
| 0.0103 | 2.36 | |
| -0.0225 | -3.03 |
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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