Source Capital Inc GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:17.55% (-0.26%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0389 | 23.96 | |
| 0.1252 | 41.61 | |
| 0.8507 | 267.34 |
Estimation Period:
Jan 2, 1990 to Feb 6, 2026
Jan 2, 1990 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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