Crescent Capital BDC Inc Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:24.19% (+1.79%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.7069 | 2.50 | |
| 0.1746 | 4.56 | |
| 0.6785 | 9.70 | |
| 0.2504 | 0.34 | |
| 0.4693 | 0.50 | |
| -1.6671 | -3.41 | |
| 1.9808 | 4.51 | |
| -1.4984 | -4.81 |
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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