Fidus Investment Corp GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:19.72% (-0.59%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0333 | 6.65 | |
| 0.0173 | 6.16 | |
| 0.9210 | 180.92 | |
| 0.1051 | 12.68 |
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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