Crescent Capital BDC Inc EGARCH Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:25.39% (+0.45%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0328 | 6.92 | |
| 0.1789 | 11.89 | |
| 0.9745 | 388.42 | |
| -0.0684 | -7.30 |
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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