Credit Suisse Asst Income FD Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:11.52% (+1.06%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.9269 | 5.40 | |
| 0.1826 | 10.28 | |
| 0.7593 | 40.17 | |
| 0.0064 | 0.05 | |
| -0.1741 | -0.81 | |
| 0.3465 | 2.41 | |
| -0.2490 | -2.60 | |
| -0.0093 | -0.12 | |
| 0.2120 | 2.54 | |
| -0.2516 | -2.53 | |
| 0.3192 | 3.18 | |
| -0.4007 | -4.78 | |
| 0.2716 | 4.63 |
Estimation Period:
Jan 1, 1998 to Feb 13, 2026
Jan 1, 1998 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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