Blue Owl Capital Corp GAS-GARCH Student T Volatility Analysis
Volatility prediction for Monday, June 22nd, 2026
1 Day
21.11%
decreased by 2.36%
1 Week
21.25%
decreased by 2.22%
1 Month
21.68%
decreased by 1.79%
Analysis last updated: Thursday, June 18, 2026 at 11:22 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 2.0210 | 6.56 | |
| 0.1475 | 15.48 | |
| 0.9481 | 121.19 | |
| 5.5568 | 4.87 |
Estimation Period:
Jul 18, 2019 to Jun 18, 2026
Jul 18, 2019 to Jun 18, 2026
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