V-Lab
Apollo Senior Floating Rate Fund Inc Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, May 6th, 2024:12.07% (-0.45%)
Analysis last updated: Friday, May 3, 2024 at 09:51 PM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.0408 | 5.59 | |
| 0.1170 | 6.02 | |
| 0.8608 | 43.07 | |
| 0.0047 | 0.90 |
Estimation Period:
Feb 25, 2011 to May 3, 2024
Feb 25, 2011 to May 3, 2024
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