Guggenheim Credit Allocation Fund Spline-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.9019 | 3.14 | |
| 0.2174 | 5.46 | |
| 0.6971 | 13.55 | |
| -0.4528 | -0.72 | |
| 1.3292 | 1.40 | |
| -2.2261 | -2.95 | |
| 2.7170 | 3.82 | |
| -2.7139 | -3.34 | |
| 2.7492 | 2.70 | |
| -2.3683 | -1.55 |
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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