Advent Convertible and Income Fund Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:12.88% (+0.40%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.4686 | 4.82 | |
| 0.1616 | 8.96 | |
| 0.8088 | 42.29 | |
| -0.0398 | -3.55 | |
| 0.0528 | 3.39 | |
| -0.0173 | -2.37 |
Estimation Period:
Apr 30, 2003 to Feb 6, 2026
Apr 30, 2003 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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