Monroe Capital Corp Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:31.75% (+4.25%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.8108 | 8.36 | |
| 0.2236 | 7.13 | |
| 0.6516 | 14.47 | |
| 0.0042 | 0.80 |
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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