Blue Owl Capital Corp EGARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:46.63% (-0.11%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0500 | 9.06 | |
| 0.3613 | 23.77 | |
| 0.9338 | 236.81 | |
| -0.1359 | -10.88 |
Estimation Period:
Jul 18, 2019 to Feb 6, 2026
Jul 18, 2019 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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