Fidus Investment Corp EGARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:22.07% (-1.20%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0329 | 7.12 | |
| 0.1776 | 25.70 | |
| 0.9760 | 441.23 | |
| -0.0951 | -15.74 |
Estimation Period:
Jun 21, 2011 to Feb 6, 2026
Jun 21, 2011 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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