Purpose Credit Opportun Fund Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:4.43% (+0.97%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.3166 | 10.08 | |
| 0.2298 | 3.41 | |
| 0.0821 | 0.61 | |
| 0.0375 | 3.46 |
Estimation Period:
Sep 29, 2021 to Feb 6, 2026
Sep 29, 2021 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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