New Mountain Finance Corp EGARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:35.15% (-2.01%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0171 | 5.51 | |
| 0.2034 | 30.80 | |
| 0.9712 | 533.94 | |
| -0.1080 | -16.09 |
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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