Source Capital Inc Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:16.82% (-0.27%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.0209 | 9.55 | |
| 0.1274 | 9.94 | |
| 0.8444 | 61.85 | |
| -0.0007 | -1.23 |
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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