First Eagle Private Credit LLC Spline-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.6332 | 2.70 | |
| 0.1158 | 5.40 | |
| 0.8367 | 31.65 | |
| -0.4936 | -2.10 | |
| 0.5296 | 1.71 | |
| 0.0530 | 0.33 | |
| 0.0693 | 0.41 | |
| -0.8800 | -3.63 |
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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