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{name} Model Equation

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Parameter	Value	t-statistic
ω const Unconditional variance weight	2.0003	7.07***
α ARCH Response to squared shocks	0.1495	15.57***
β GARCH Volatility persistence	0.9449	122.51***
ν DF Student-t tail thickness	5.6470	4.89***

V-Lab

Blue Owl Capital Corp GAS-GARCH Student T Volatility Analysis

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News Impact Curve

Volatility Forecast

Parameter Estimates

Other Blue Owl Capital Corp Analyses