Herzfeld Credit Income Fund Inc GJR-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:232.45% (-163.41%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 2.0643 | 14.92 | |
| 0.1735 | 7.08 | |
| 0.3358 | 4.04 | |
| 0.9815 | 1.72 |
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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