Crescent Capital BDC Inc AGARCH Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:21.37% (-0.55%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1486 | 14.00 | |
| 0.1419 | 20.51 | |
| 0.7937 | 112.83 | |
| 0.2576 | 4.66 |
Estimation Period:
Feb 3, 2020 to Feb 13, 2026
Feb 3, 2020 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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