Total Return Securities Fund Spline-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:12.25% (-0.45%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 2.1885 | 6.76 | |
| 0.1306 | 8.12 | |
| 0.8118 | 49.90 | |
| 0.0405 | 2.21 | |
| -0.0576 | -2.01 | |
| 0.0455 | 2.43 | |
| -0.0680 | -4.74 | |
| 0.0783 | 5.60 | |
| -0.0623 | -2.13 |
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 Spline-GARCH Analyses on Closed-end Funds