Crescent Capital BDC Inc Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:20.85% (+2.15%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.6951 | 2.47 | |
| 0.1752 | 4.62 | |
| 0.6794 | 9.70 | |
| 0.2026 | 0.27 | |
| 0.5777 | 0.61 | |
| -1.8547 | -3.60 | |
| 2.3900 | 3.88 | |
| -2.5525 | -2.17 |
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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