Credit Suisse Asst Income FD Spline-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:10.39% (+1.19%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.8467 | 5.35 | |
| 0.1782 | 10.19 | |
| 0.7742 | 42.13 | |
| -0.1125 | -3.47 | |
| 0.1738 | 4.06 | |
| -0.1137 | -4.37 | |
| 0.0824 | 3.03 | |
| 0.0101 | 0.38 | |
| -0.1569 | -3.23 |
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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