Total Return Securities Fund Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:12.92% (-0.42%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 2.1598 | 6.64 | |
| 0.1303 | 8.33 | |
| 0.8138 | 50.32 | |
| 0.0377 | 2.02 | |
| -0.0530 | -1.82 | |
| 0.0418 | 2.18 | |
| -0.0635 | -4.22 | |
| 0.0707 | 5.84 | |
| -0.0457 | -4.55 |
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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