Thorney Opportunities Ltd/Fund GJR-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 10th, 2026:18.14% (-0.38%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0180 | 6.38 | |
| 0.0422 | 11.53 | |
| 0.9462 | 507.08 | |
| 0.0232 | 3.38 |
Estimation Period:
Mar 22, 2000 to Feb 6, 2026
Mar 22, 2000 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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