Vivaldi Opportunities Fund Spline-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.3594 | 2.01 | |
| 0.1396 | 1.97 | |
| 0.0858 | 0.29 | |
| 5.3442 | 0.13 | |
| -2.2300 | -0.04 | |
| -30.7169 | -0.89 | |
| 63.7607 | 2.57 | |
| -66.7586 | -2.57 | |
| 53.6518 | 1.68 | |
| 28.3954 | 0.79 | |
| -186.3582 | -3.68 |
Estimation Period:
May 10, 2018 to Jun 5, 2020
May 10, 2018 to Jun 5, 2020
News Impact Curve
Volatility Forecasts
Other Vivaldi Opportunities Fund Analyses
Other Spline-GARCH Analyses on Closed-end Funds