CQS New City High Yield Fund Ltd GJR-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:10.48% (-0.51%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0491 | 15.79 | |
| 0.0707 | 11.83 | |
| 0.7843 | 134.58 | |
| 0.1772 | 12.34 |
Estimation Period:
Mar 7, 2007 to Feb 6, 2026
Mar 7, 2007 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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