Crescent Capital BDC Inc MF2-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:22.21% (+2.67%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 31 | ||
| 0.0929 | 12.78 | |
| 0.5155 | 17.48 | |
| 0.0868 | 7.99 | |
| 0.4386 | 1.10 | |
| 0.4440 | 5.40 | |
| 0.3181 | 1.68 |
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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