Ares Dynamic Credit Allocation Fund Inc GJR-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 10th, 2026:7.91% (+0.46%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0473 | 16.30 | |
| 0.1521 | 13.05 | |
| 0.6910 | 56.87 | |
| 0.1902 | 5.30 |
Estimation Period:
Nov 28, 2012 to Feb 6, 2026
Nov 28, 2012 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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