Investcorp Credit Management BDC Inc Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:49.74% (-5.83%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.8656 | 5.33 | |
| 0.1582 | 4.10 | |
| 0.7249 | 13.39 | |
| 0.9954 | 1.86 | |
| -2.3154 | -2.79 | |
| 2.5435 | 3.90 | |
| -2.0260 | -2.86 | |
| 1.8450 | 2.41 | |
| -2.2438 | -2.49 | |
| 2.1572 | 2.05 | |
| -1.9362 | -1.89 | |
| 1.4338 | 1.57 | |
| 0.2682 | 0.24 |
Estimation Period:
Feb 6, 2014 to Feb 6, 2026
Feb 6, 2014 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
Other Investcorp Credit Management BDC Inc Analyses
Other Spline-GARCH Analyses on Equities