Liberty All-Star Equity Fund Spline-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:15.05% (-1.20%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.6134 | 6.81 | |
| 0.1347 | 9.36 | |
| 0.8151 | 50.37 | |
| 0.0675 | 1.52 | |
| -0.0991 | -1.44 | |
| 0.1019 | 2.01 | |
| -0.2024 | -4.05 | |
| 0.3018 | 6.29 | |
| -0.3097 | -7.45 | |
| 0.1917 | 4.43 | |
| -0.0105 | -0.20 | |
| -0.0754 | -1.24 | |
| -0.0326 | -0.41 |
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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