Apollo Senior Floating Rate Fund Inc Zero Slope Spline-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.9801 | 5.51 | |
| 0.1198 | 6.26 | |
| 0.8595 | 44.50 | |
| 0.0004 | 0.25 |
Estimation Period:
Feb 25, 2011 to Jul 19, 2024
Feb 25, 2011 to Jul 19, 2024
News Impact Curve
Volatility Forecasts
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