V-Lab
Blackstone Long-Short Credit Income Fund MF2-GARCH Volatility Analysis
Volatility Prediction for Friday, May 17th, 2024:1.23% (-7.82%)
Analysis last updated: Thursday, May 16, 2024 at 10:16 PM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 46 | ||
| 0.7500 | 7499900.00 | |
| 0.0000 | 100.00 | |
| 0.5000 | 5000000.00 | |
| 0.0599 | 107.85 | |
| 0.3000 | 162.43 | |
| 0.0000 | 0.00 |
Estimation Period:
Sep 22, 2014 to May 10, 2024
Sep 22, 2014 to May 10, 2024
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