Investcorp Credit Management BDC Inc EGARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:51.74% (-1.46%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0999 | 17.06 | |
| 0.2747 | 29.53 | |
| 0.9492 | 302.95 | |
| -0.0408 | -3.99 |
Estimation Period:
Feb 6, 2014 to Feb 6, 2026
Feb 6, 2014 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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