Carlyle Credit Income Fund Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:40.28% (+2.27%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.4608 | 2.92 | |
| 0.1884 | 5.61 | |
| 0.7099 | 10.31 | |
| 4.1482 | 1.93 | |
| -6.0260 | -1.94 | |
| 2.9225 | 1.05 | |
| -1.7053 | -0.63 | |
| 3.0257 | 0.86 | |
| -6.6510 | -1.31 | |
| 7.1124 | 1.53 | |
| -1.9855 | -0.74 | |
| -2.1828 | -1.52 |
Estimation Period:
May 30, 2019 to Feb 13, 2026
May 30, 2019 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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