V-Lab
Blackstone Long-Short Credit Income Fund AGARCH Volatility Analysis
Volatility Prediction for Tuesday, May 21st, 2024:9.72% (+0.06%)
Analysis last updated: Monday, May 20, 2024 at 09:46 PM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0310 | 16.91 | |
| 0.1293 | 25.11 | |
| 0.8076 | 135.59 | |
| 0.2047 | 10.60 |
Estimation Period:
Sep 22, 2014 to May 17, 2024
Sep 22, 2014 to May 17, 2024
News Impact Curve
Volatility Forecasts
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