Ares Dynamic Credit Allocation Fund Inc Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 23rd, 2026:12.40% (+3.66%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.7782 | 5.18 | |
| 0.2422 | 3.90 | |
| 0.6595 | 9.52 | |
| -0.0157 | -0.48 | |
| 0.0577 | 1.16 | |
| -0.1282 | -2.84 |
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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