V-Lab
V-Lab

Apollo Senior Floating Rate Fund Inc MF2-GARCH Volatility Analysis
Volatility Prediction for Tuesday, May 21st, 2024:8.27% (-4.48%)

Analysis last updated: Monday, May 20, 2024 at 09:46 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Apollo Senior Floating Rate Fund Inc MF2-GARCH
paramt-stat
m26
α0.75007499900.00
β0.0000100.00
γ0.50005000000.00
λ10.47714770610.00
λ20.0000100.00
λ30.0000100.00
Estimation Period:
Feb 25, 2011 to May 17, 2024
Impact of return on volatility tomorrow
Volatility Forecasts