Advent Convertible and Income Fund GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:12.51% (-0.36%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0410 | 24.91 | |
| 0.0560 | 13.35 | |
| 0.8294 | 220.13 | |
| 0.1718 | 16.62 |
Estimation Period:
Apr 30, 2003 to Feb 6, 2026
Apr 30, 2003 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
Other Advent Convertible and Income Fund Analyses
Other GJR-GARCH Analyses on Closed-end Funds