Monroe Capital Corp GJR-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 10th, 2026:25.69% (-2.02%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.2836 | 16.81 | |
| 0.1414 | 14.49 | |
| 0.6807 | 66.52 | |
| 0.1473 | 5.35 |
Estimation Period:
Oct 25, 2012 to Feb 6, 2026
Oct 25, 2012 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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