Thorney Opportunities Ltd/Fund MF2-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:18.99% (-1.02%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 26 | ||
| 0.1547 | 18.58 | |
| 0.6982 | 52.93 | |
| 0.0063 | 0.53 | |
| 0.0136 | 3.52 | |
| 0.0339 | 6.07 | |
| 0.9636 | 157.56 |
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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