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V-Lab

Blackstone Long-Short Credit Income Fund Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 23rd, 2026:13.07% (+4.80%)
Analysis last updated: Friday, February 20, 2026 at 11:07 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Blackstone Long-Short Credit Income Fund S0GARCH
paramt-stat
ω0.41613.99
α0.23563.40
β0.54525.87
γ1-0.5356-1.24
γ20.57821.00
γ30.24440.79
γ4-0.8811-3.07
γ51.20484.13
γ6-1.2275-4.08
γ71.02033.71
γ8-0.4883-2.53
Estimation Period:
Sep 22, 2014 to Feb 20, 2026
Impact of return on volatility tomorrow
Volatility Forecasts