Investcorp Credit Management BDC Inc MF2-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:52.72% (-4.44%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 71 | ||
| 0.1005 | 14.39 | |
| 0.7493 | 54.86 | |
| 0.0684 | 4.70 | |
| 1.4714 | 3.08 | |
| 0.7084 | 5.64 | |
| 0.0132 | 0.06 |
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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