New Mountain Finance Corp GJR-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 10th, 2026:36.96% (-1.89%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0539 | 16.70 | |
| 0.0545 | 11.36 | |
| 0.8342 | 170.46 | |
| 0.1569 | 10.83 |
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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