V-Lab
Blackstone Long-Short Credit Income Fund Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, May 6th, 2024:6.64% (-0.21%)
Analysis last updated: Friday, May 3, 2024 at 10:10 PM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.3801 | 4.85 | |
| 0.1484 | 5.81 | |
| 0.7016 | 16.01 | |
| -0.4980 | -2.39 | |
| 0.8217 | 2.78 | |
| -0.6609 | -3.80 | |
| 0.6238 | 3.91 | |
| -0.9494 | -3.87 |
Estimation Period:
Sep 22, 2014 to May 3, 2024
Sep 22, 2014 to May 3, 2024
News Impact Curve
Volatility Forecasts
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