V-Lab
SRH Total Return Fund Inc Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, May 20th, 2024:7.55% (-0.13%)
Analysis last updated: Friday, May 17, 2024 at 10:24 PM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.3722 | 7.40 | |
| 0.1232 | 7.55 | |
| 0.8244 | 38.80 | |
| 0.0288 | 0.66 | |
| -0.0741 | -1.01 | |
| 0.1267 | 1.94 | |
| -0.1704 | -2.74 | |
| 0.2155 | 3.91 | |
| -0.3094 | -4.93 | |
| 0.3064 | 4.11 | |
| -0.1506 | -2.15 | |
| 0.0715 | 0.99 | |
| -0.1796 | -1.94 |
Estimation Period:
Jan 2, 1990 to May 17, 2024
Jan 2, 1990 to May 17, 2024
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