Liberty All-Star Equity Fund Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:16.45% (-1.11%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.5286 | 6.37 | |
| 0.1341 | 9.39 | |
| 0.8185 | 51.69 | |
| 0.0370 | 0.80 | |
| -0.0475 | -0.67 | |
| 0.0618 | 1.19 | |
| -0.1670 | -3.28 | |
| 0.2723 | 5.57 | |
| -0.2862 | -6.73 | |
| 0.1725 | 3.88 | |
| 0.0100 | 0.19 | |
| -0.1144 | -2.00 | |
| 0.0788 | 2.04 |
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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