Vinci Credit Securities Fund Spline-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:15.39% (-0.19%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 2.4851 | 5.11 | |
| 0.0495 | 1.48 | |
| 0.1712 | 0.26 | |
| 15.5923 | 6.15 | |
| -21.5713 | -5.14 | |
| 7.4175 | 2.16 | |
| -0.1911 | -0.07 | |
| 1.0326 | 0.46 | |
| -8.6760 | -3.68 | |
| 11.9710 | 3.23 |
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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