American Capital Senior Floating Ltd EGARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| -0.0118 | -0.03 | |
| -0.0515 | -0.21 | |
| 0.9955 | 11.79 | |
| -0.0787 | -1.20 |
Estimation Period:
Jan 16, 2014 to Sep 14, 2018
Jan 16, 2014 to Sep 14, 2018
News Impact Curve
Volatility Forecasts
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