Alcentra Capital Corp GJR-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0696 | 9.70 | |
| 0.0000 | 0.00 | |
| 0.9175 | 123.14 | |
| 0.1340 | 9.34 |
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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