Canso Credit Income Fund GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:17.87% (+1.80%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0094 | 12.06 | |
| 0.0677 | 5.67 | |
| 0.9112 | 115.25 | |
| 0.0334 | 2.18 |
Estimation Period:
Jul 16, 2010 to Feb 6, 2026
Jul 16, 2010 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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