V-Lab
V-Lab
Apollo Senior Floating Rate Fund Inc Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Tuesday, April 30th, 2024:11.66% (+0.28%)

Analysis last updated: Monday, April 29, 2024 at 09:47 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Apollo Senior Floating Rate Fund Inc S0GARCH
paramt-stat
ω0.98095.34
α0.11756.13
β0.862944.35
γ10.00030.23
Estimation Period:
Feb 25, 2011 to Apr 26, 2024
Impact of return on volatility tomorrow
Volatility Forecasts