New Mountain Finance Corp MF2-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:40.11% (-5.35%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 66 | ||
| 0.0402 | 9.43 | |
| 0.7438 | 88.41 | |
| 0.1951 | 20.43 | |
| 0.3520 | 4.93 | |
| 0.7172 | 24.81 | |
| 0.0000 | 0.00 |
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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