American Capital Senior Floating Ltd Spline-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.7782 | 3.96 | |
| 0.1695 | 3.22 | |
| 0.0000 | 0.00 | |
| 15.4379 | 3.24 | |
| -20.8214 | -3.00 | |
| 7.8577 | 1.83 | |
| -0.0237 | -0.01 | |
| -10.3254 | -2.71 | |
| 14.7101 | 3.94 | |
| -10.1507 | -2.37 | |
| 4.7509 | 0.96 | |
| -3.2614 | -0.48 | |
| 27.9347 | 1.62 |
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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