Ares Dynamic Credit Allocation Fund Inc GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Monday, February 23rd, 2026:12.27% (+2.66%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.5366 | 11.02 | |
| 0.1557 | 21.64 | |
| 0.9331 | 151.41 | |
| 5.5021 | 6.87 |
Estimation Period:
Nov 28, 2012 to Feb 20, 2026
Nov 28, 2012 to Feb 20, 2026
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