WAM Active Ltd GARCH Volatility Analysis
Volatility Prediction for Monday, February 23rd, 2026:24.81% (-0.09%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0894 | 11.23 | |
| 0.0804 | 23.54 | |
| 0.8878 | 165.12 |
Estimation Period:
Jan 11, 2008 to Feb 20, 2026
Jan 11, 2008 to Feb 20, 2026
News Impact Curve
Volatility Forecasts
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