CQS New City High Yield Fund Ltd GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Friday, February 6th, 2026:13.88% (+2.12%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 2.9472 | 4.20 | |
| 0.1142 | 99.94 | |
| 0.9915 | 493.30 | |
| 2.5082 | 154.41 |
Estimation Period:
Mar 7, 2007 to Jan 30, 2026
Mar 7, 2007 to Jan 30, 2026
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