Blackstone Long-Short Credit Income Fund Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:8.05% (-0.47%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.4165 | 3.98 | |
| 0.2348 | 3.40 | |
| 0.5488 | 5.93 | |
| -0.5315 | -1.22 | |
| 0.5666 | 0.97 | |
| 0.2614 | 0.84 | |
| -0.8989 | -3.10 | |
| 1.2179 | 4.13 | |
| -1.2326 | -4.06 | |
| 1.0140 | 3.66 | |
| -0.4773 | -2.42 |
Estimation Period:
Sep 22, 2014 to Feb 6, 2026
Sep 22, 2014 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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