New Mountain Finance Corp Spline-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:47.20% (+9.38%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.3694 | 5.76 | |
| 0.1755 | 5.39 | |
| 0.7407 | 20.53 | |
| 0.0832 | 1.21 | |
| -0.1051 | -0.99 | |
| 0.1176 | 1.50 | |
| -0.2662 | -3.50 | |
| 0.5154 | 4.23 |
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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