Total Return Securities Fund GJR-GARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:12.78% (-0.50%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0377 | 21.35 | |
| 0.0708 | 13.22 | |
| 0.8661 | 318.78 | |
| 0.0870 | 10.61 |
Estimation Period:
Jan 2, 1990 to Feb 6, 2026
Jan 2, 1990 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
Other Total Return Securities Fund Analyses
Other GJR-GARCH Analyses on Closed-end Funds