V-Lab
Blackstone Long-Short Credit Income Fund Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, May 20th, 2024:7.38% (-0.85%)
Analysis last updated: Friday, May 17, 2024 at 10:25 PM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.3839 | 4.81 | |
| 0.1484 | 5.86 | |
| 0.7078 | 16.74 | |
| -0.4852 | -2.32 | |
| 0.7982 | 2.68 | |
| -0.6340 | -3.60 | |
| 0.5719 | 3.44 | |
| -0.7907 | -2.66 |
Estimation Period:
Sep 22, 2014 to May 17, 2024
Sep 22, 2014 to May 17, 2024
News Impact Curve
Volatility Forecasts
Other Blackstone Long-Short Credit Income Fund Analyses