Advent Convertible and Income Fund Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 23rd, 2026:8.75% (-0.49%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.4753 | 5.25 | |
| 0.1610 | 8.75 | |
| 0.8035 | 39.50 | |
| -0.0341 | -2.05 | |
| 0.0189 | 0.74 | |
| 0.0526 | 2.22 | |
| -0.1031 | -3.06 |
Estimation Period:
Apr 30, 2003 to Feb 20, 2026
Apr 30, 2003 to Feb 20, 2026
News Impact Curve
Volatility Forecasts
Other Advent Convertible and Income Fund Analyses
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