V-Lab: SRH Total Return Fund Inc Zero Slope Spline-GARCH Volatility Analysis

V-Lab

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V-Lab

SRH Total Return Fund Inc Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Tuesday, May 21st, 2024:9.63% (+0.15%)

Analysis last updated: Monday, May 20, 2024 at 09:27 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	1.3149	6.90
$α$	0.1231	7.71
$β$	0.8285	40.60
$γ_{1}$	0.0039	0.09
$γ_{2}$	-0.0327	-0.43
$γ_{3}$	0.0953	1.42
$γ_{4}$	-0.1420	-2.23
$γ_{5}$	0.1900	3.35
$γ_{6}$	-0.2856	-4.39
$γ_{7}$	0.2799	3.63
$γ_{8}$	-0.1122	-1.61
$γ_{9}$	-0.0029	-0.05
$γ_{10}$	0.0040	0.09

Estimation Period:
Jan 2, 1990 to May 17, 2024

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts

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