Reaves Utility Income Fund GJR-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:18.66% (+1.40%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0688 | 26.69 | |
| 0.0807 | 17.03 | |
| 0.7945 | 163.68 | |
| 0.1746 | 12.43 |
Estimation Period:
Feb 25, 2004 to Feb 6, 2026
Feb 25, 2004 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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