Blackstone Long-Short Credit Income Fund GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 23rd, 2026:13.75% (+5.18%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0579 | 17.71 | |
| 0.1055 | 12.88 | |
| 0.7153 | 60.33 | |
| 0.1616 | 7.00 |
Estimation Period:
Sep 22, 2014 to Feb 20, 2026
Sep 22, 2014 to Feb 20, 2026
News Impact Curve
Volatility Forecasts
Other Blackstone Long-Short Credit Income Fund Analyses
Other GJR-GARCH Analyses on Closed-end Funds