CQS New City High Yield Fund Ltd MF2-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:4.19% (-5.36%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 71 | ||
| 1.0000 | 9,999,900.00 | |
| 0.2500 | 2,500,100.00 | |
| -0.5000 | -5,000,000.00 | |
| 0.4106 | 13.21 | |
| 0.2986 | 10.59 | |
| 0.0000 | 0.00 |
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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