Herzfeld Credit Income Fund Inc Spline-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:1,528.26% (-130.79%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 2.0205 | 3.07 | |
| 0.1753 | 11.62 | |
| 0.8195 | 53.38 | |
| -0.1141 | -0.89 | |
| 0.1437 | 0.76 | |
| 0.0394 | 0.32 | |
| -0.2990 | -2.34 | |
| 0.5859 | 3.15 | |
| -0.7711 | -3.22 | |
| 0.9100 | 3.67 | |
| -2.0036 | -3.41 | |
| 5.5417 | 2.85 |
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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