Ares Dynamic Credit Allocation Fund Inc Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:6.79% (-0.37%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.7754 | 5.14 | |
| 0.2431 | 3.81 | |
| 0.6583 | 9.31 | |
| -0.0173 | -0.53 | |
| 0.0613 | 1.22 | |
| -0.1352 | -2.93 |
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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