First Eagle Alternative Capital BDC Inc Spline-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.5676 | 3.91 | |
| 0.2794 | 6.33 | |
| 0.6039 | 14.22 | |
| 0.1247 | 0.50 | |
| -0.0471 | -0.13 | |
| 0.0465 | 0.17 | |
| -0.5254 | -1.44 | |
| 0.9872 | 2.37 | |
| -1.1183 | -3.12 | |
| 1.0131 | 2.87 |
Estimation Period:
Apr 22, 2010 to Mar 3, 2023
Apr 22, 2010 to Mar 3, 2023
News Impact Curve
Volatility Forecasts
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