Fidus Investment Corp Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:19.15% (-1.09%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.8005 | 5.50 | |
| 0.2149 | 7.02 | |
| 0.6708 | 17.55 | |
| 0.1702 | 2.36 | |
| -0.2785 | -2.48 | |
| 0.2876 | 3.27 | |
| -0.4246 | -4.98 | |
| 0.5765 | 5.10 |
Estimation Period:
Jun 21, 2011 to Feb 6, 2026
Jun 21, 2011 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
Other Fidus Investment Corp Analyses
Other Spline-GARCH Analyses on Equities