Advent Convertible and Income Fund Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 23rd, 2026:10.68% (-0.42%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.4709 | 4.81 | |
| 0.1614 | 8.97 | |
| 0.8092 | 42.49 | |
| -0.0394 | -3.52 | |
| 0.0521 | 3.34 | |
| -0.0167 | -2.29 |
Estimation Period:
Apr 30, 2003 to Feb 20, 2026
Apr 30, 2003 to Feb 20, 2026
News Impact Curve
Volatility Forecasts
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