Ares Dynamic Credit Allocation Fund Inc GJR-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:9.67% (-0.34%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0476 | 16.32 | |
| 0.1514 | 13.03 | |
| 0.6908 | 56.85 | |
| 0.1912 | 5.32 |
Estimation Period:
Nov 28, 2012 to Feb 13, 2026
Nov 28, 2012 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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