Liberty All-Star Equity Fund GJR-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:16.88% (-0.75%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0320 | 23.45 | |
| 0.0604 | 12.95 | |
| 0.8694 | 259.99 | |
| 0.1108 | 15.53 |
Estimation Period:
Jan 2, 1990 to Feb 13, 2026
Jan 2, 1990 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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