V-Lab
Blackstone Long-Short Credit Income Fund GJR-GARCH Volatility Analysis
Volatility Prediction for Friday, May 3rd, 2024:8.55% (-0.33%)
Analysis last updated: Thursday, May 2, 2024 at 09:50 PM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0323 | 20.65 | |
| 0.0731 | 10.99 | |
| 0.8191 | 150.76 | |
| 0.1014 | 6.06 |
Estimation Period:
Sep 22, 2014 to Apr 26, 2024
Sep 22, 2014 to Apr 26, 2024
News Impact Curve
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