V-Lab
Advent Convertible and Income Fund Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Tuesday, April 30th, 2024:16.09% (-0.17%)
Analysis last updated: Monday, April 29, 2024 at 09:42 PM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.4572 | 4.23 | |
| 0.1563 | 8.67 | |
| 0.8180 | 43.18 | |
| -0.0472 | -3.50 | |
| 0.0619 | 3.29 | |
| -0.0195 | -2.00 |
Estimation Period:
Apr 30, 2003 to Apr 26, 2024
Apr 30, 2003 to Apr 26, 2024
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