New Mountain Finance Corp AGARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:34.50% (-3.02%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0343 | 8.31 | |
| 0.1325 | 25.91 | |
| 0.8262 | 172.74 | |
| 0.4806 | 14.37 |
Estimation Period:
May 20, 2011 to Feb 6, 2026
May 20, 2011 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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