Ares Dynamic Credit Allocation Fund Inc GJR-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 25th, 2026:12.54% (-1.30%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0477 | 16.33 | |
| 0.1515 | 13.05 | |
| 0.6905 | 56.83 | |
| 0.1917 | 5.34 |
Estimation Period:
Nov 28, 2012 to Feb 20, 2026
Nov 28, 2012 to Feb 20, 2026
News Impact Curve
Volatility Forecasts
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