Source Capital Inc Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:17.62% (-1.09%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.1401 | 10.65 | |
| 0.1273 | 9.98 | |
| 0.8473 | 64.96 | |
| 0.0002 | 1.21 |
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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