V-Lab
Ares Dynamic Credit Allocation Fund Inc GARCH Volatility Analysis
Volatility Prediction for Monday, May 6th, 2024:10.20% (+1.83%)
Analysis last updated: Friday, May 3, 2024 at 10:27 PM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0267 | 18.36 | |
| 0.1704 | 34.47 | |
| 0.7867 | 155.32 |
Estimation Period:
Nov 28, 2012 to May 3, 2024
Nov 28, 2012 to May 3, 2024
News Impact Curve
Volatility Forecasts
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