Investcorp Credit Management BDC Inc Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:44.56% (-6.16%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.8580 | 5.36 | |
| 0.1556 | 4.18 | |
| 0.7269 | 13.56 | |
| 0.9380 | 1.76 | |
| -2.2077 | -2.67 | |
| 2.4480 | 3.75 | |
| -1.9468 | -2.75 | |
| 1.7941 | 2.35 | |
| -2.2346 | -2.49 | |
| 2.2152 | 2.12 | |
| -2.1313 | -2.15 | |
| 1.9416 | 2.49 | |
| -1.0037 | -1.91 |
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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