Vinci Credit Securities Fund GJR-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 10th, 2026:16.57% (-0.37%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0174 | 6.33 | |
| 0.0834 | 6.60 | |
| 0.9104 | 108.73 | |
| -0.0278 | -1.40 |
Estimation Period:
May 16, 2022 to Feb 6, 2026
May 16, 2022 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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