Carlyle Credit Income Fund GJR-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:34.14% (-5.26%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1860 | 7.55 | |
| 0.0712 | 4.15 | |
| 0.7210 | 44.25 | |
| 0.1613 | 5.81 |
Estimation Period:
May 30, 2019 to Feb 6, 2026
May 30, 2019 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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