Alcentra Capital Corp EGARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0651 | 7.83 | |
| 0.1711 | 12.77 | |
| 0.9525 | 183.42 | |
| -0.1226 | -9.38 |
Estimation Period:
May 9, 2014 to Jan 31, 2020
May 9, 2014 to Jan 31, 2020
News Impact Curve
Volatility Forecasts
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