V-Lab
Ares Dynamic Credit Allocation Fund Inc GJR-GARCH Volatility Analysis
Volatility Prediction for Friday, May 3rd, 2024:8.02% (+0.37%)
Analysis last updated: Thursday, May 2, 2024 at 10:06 PM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0263 | 16.38 | |
| 0.1040 | 10.72 | |
| 0.7983 | 170.69 | |
| 0.1107 | 5.41 |
Estimation Period:
Nov 28, 2012 to Apr 26, 2024
Nov 28, 2012 to Apr 26, 2024
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