Canso Credit Income Fund Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:12.92% (-2.12%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.7894 | 4.03 | |
| 0.1731 | 5.81 | |
| 0.6663 | 13.16 | |
| 0.2218 | 0.61 | |
| -0.8622 | -1.39 | |
| 1.2534 | 2.25 | |
| -1.3106 | -3.10 | |
| 1.3758 | 4.16 | |
| -0.9344 | -3.07 | |
| 0.4461 | 1.45 | |
| -0.8211 | -2.74 | |
| 1.2627 | 4.92 | |
| -0.8083 | -4.52 |
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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