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V-Lab

Canso Credit Income Fund Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:12.92% (-2.12%)
Analysis last updated: Friday, February 13, 2026 at 12:50 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Canso Credit Income Fund S0GARCH
paramt-stat
ω0.78944.03
α0.17315.81
β0.666313.16
γ10.22180.61
γ2-0.8622-1.39
γ31.25342.25
γ4-1.3106-3.10
γ51.37584.16
γ6-0.9344-3.07
γ70.44611.45
γ8-0.8211-2.74
γ91.26274.92
γ10-0.8083-4.52
Estimation Period:
Jul 16, 2010 to Feb 6, 2026
Impact of return on volatility tomorrow
Volatility Forecasts