Reaves Utility Income Fund Spline-GARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:22.08% (-2.60%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.2648 | 5.28 | |
| 0.1978 | 7.52 | |
| 0.7299 | 24.94 | |
| 0.1701 | 3.83 | |
| -0.3132 | -4.44 | |
| 0.2496 | 4.88 | |
| -0.1829 | -4.10 | |
| 0.1549 | 3.04 | |
| -0.1205 | -1.68 |
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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