First Eagle Private Credit LLC Zero Slope Spline-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.0341 | 3.66 | |
| 0.1080 | 5.94 | |
| 0.8753 | 48.13 | |
| -0.1304 | -1.84 | |
| 0.1954 | 1.85 | |
| -0.0681 | -1.21 |
Estimation Period:
Dec 14, 2006 to Dec 22, 2017
Dec 14, 2006 to Dec 22, 2017
News Impact Curve
Volatility Forecasts
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