Investcorp Credit Management BDC Inc GJR-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:43.02% (-3.47%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.2361 | 15.73 | |
| 0.0996 | 16.15 | |
| 0.8287 | 127.58 | |
| 0.0692 | 3.91 |
Estimation Period:
Feb 6, 2014 to Feb 13, 2026
Feb 6, 2014 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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