Carlyle Credit Income Fund Spline-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:44.96% (+1.67%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.4751 | 2.95 | |
| 0.1820 | 5.77 | |
| 0.7154 | 10.87 | |
| 4.2792 | 2.01 | |
| -6.2256 | -2.02 | |
| 3.0535 | 1.10 | |
| -1.8153 | -0.68 | |
| 3.1079 | 0.89 | |
| -6.7579 | -1.34 | |
| 7.4306 | 1.59 | |
| -2.8995 | -0.96 | |
| 0.2945 | 0.06 |
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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