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V-Lab

Investcorp Credit Management BDC Inc Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:44.56% (-6.16%)
Analysis last updated: Thursday, February 12, 2026 at 10:27 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Investcorp Credit Management BDC Inc S0GARCH
paramt-stat
ω0.85805.36
α0.15564.18
β0.726913.56
γ10.93801.76
γ2-2.2077-2.67
γ32.44803.75
γ4-1.9468-2.75
γ51.79412.35
γ6-2.2346-2.49
γ72.21522.12
γ8-2.1313-2.15
γ91.94162.49
γ10-1.0037-1.91
Estimation Period:
Feb 6, 2014 to Feb 6, 2026
Impact of return on volatility tomorrow
Volatility Forecasts