Purpose Credit Opportun Fund GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:4.06% (+0.55%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0903 | 5.85 | |
| 0.0827 | 6.47 | |
| 0.8995 | 54.46 | |
| 4.6214 | 1.88 |
Estimation Period:
Sep 29, 2021 to Feb 6, 2026
Sep 29, 2021 to Feb 6, 2026
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