V-Lab
V-Lab

Ares Dynamic Credit Allocation Fund Inc MF2-GARCH Volatility Analysis
Volatility Prediction for Tuesday, May 21st, 2024:2.77% (-1.59%)

Analysis last updated: Monday, May 20, 2024 at 09:17 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Ares Dynamic Credit Allocation Fund Inc MF2-GARCH
paramt-stat
m26
α1.00009999900.00
β0.0000100.00
γ0.00000.00
λ10.49894988970.00
λ20.0000100.00
λ30.0000100.00
Estimation Period:
Nov 28, 2012 to May 17, 2024
Impact of return on volatility tomorrow
Volatility Forecasts