Crescent Capital BDC Inc GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:21.61% (+1.28%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1517 | 13.05 | |
| 0.1305 | 13.99 | |
| 0.8118 | 74.37 |
Estimation Period:
Feb 3, 2020 to Feb 6, 2026
Feb 3, 2020 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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