Ares Dynamic Credit Allocation Fund Inc EGARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:7.44% (-0.68%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| -0.0424 | -10.48 | |
| 0.3619 | 21.68 | |
| 0.9138 | 137.51 | |
| -0.0917 | -6.20 |
Estimation Period:
Nov 28, 2012 to Feb 6, 2026
Nov 28, 2012 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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