American Capital Senior Floating Ltd Zero Slope Spline-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.3720 | 3.04 | |
| 0.1428 | 3.74 | |
| 0.8557 | 23.64 | |
| 6.5244 | 0.54 | |
| -10.6296 | -0.64 | |
| 9.5920 | 0.81 | |
| -16.5760 | -1.90 | |
| 13.9070 | 0.99 | |
| -1.9160 | -0.07 | |
| 19.5966 | 0.56 | |
| -37.1649 | -1.17 |
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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