New Mountain Finance Corp Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:32.89% (-3.88%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.3126 | 6.45 | |
| 0.1711 | 5.46 | |
| 0.7699 | 24.96 | |
| 0.0237 | 2.82 | |
| -0.0282 | -2.61 |
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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