Guggenheim Credit Allocation Fund EGARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0224 | 5.00 | |
| 0.3994 | 17.05 | |
| 0.8853 | 78.98 | |
| -0.0080 | -0.79 |
Estimation Period:
Jun 26, 2013 to Oct 22, 2021
Jun 26, 2013 to Oct 22, 2021
News Impact Curve
Volatility Forecasts
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