Guggenheim Credit Allocation Fund Zero Slope Spline-GARCH Volatility Analysis
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Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.9048 | 3.15 | |
| 0.2183 | 5.39 | |
| 0.6962 | 13.18 | |
| -0.4415 | -0.70 | |
| 1.3061 | 1.38 | |
| -2.1970 | -2.92 | |
| 2.6698 | 3.80 | |
| -2.6231 | -3.43 | |
| 2.5500 | 3.27 | |
| -1.8491 | -2.71 |
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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