Skip to main content
V-Lab

Liberty All-Star Equity Fund Spline-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:15.05% (-1.20%)
Analysis last updated: Tuesday, February 10, 2026 at 10:47 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Liberty All-Star Equity Fund SGARCH
paramt-stat
ω1.61346.81
α0.13479.36
β0.815150.37
γ10.06751.52
γ2-0.0991-1.44
γ30.10192.01
γ4-0.2024-4.05
γ50.30186.29
γ6-0.3097-7.45
γ70.19174.43
γ8-0.0105-0.20
γ9-0.0754-1.24
γ10-0.0326-0.41
Estimation Period:
Jan 2, 1990 to Feb 6, 2026
Impact of return on volatility tomorrow
Volatility Forecasts