Crescent Capital BDC Inc GJR-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:21.85% (+0.01%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0725 | 9.08 | |
| 0.0377 | 4.86 | |
| 0.8956 | 102.33 | |
| 0.0731 | 4.90 |
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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