V-Lab
Apollo Senior Floating Rate Fund Inc Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Tuesday, May 21st, 2024:10.72% (+0.34%)
Analysis last updated: Monday, May 20, 2024 at 09:46 PM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.9808 | 5.38 | |
| 0.1173 | 6.13 | |
| 0.8630 | 44.36 | |
| 0.0004 | 0.25 |
Estimation Period:
Feb 25, 2011 to May 17, 2024
Feb 25, 2011 to May 17, 2024
News Impact Curve
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