Blue Owl Capital Corp GJR-GARCH Volatility Analysis
Volatility prediction for Monday, June 22nd, 2026
1 Day
25.35%
decreased by 3.26%
1 Week
25.69%
decreased by 2.92%
1 Month
26.82%
decreased by 1.79%
Analysis last updated: Thursday, June 18, 2026 at 11:21 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1057 | 17.19 | |
| 0.1009 | 8.55 | |
| 0.7455 | 95.34 | |
| 0.2526 | 9.25 |
Estimation Period:
Jul 18, 2019 to Jun 18, 2026
Jul 18, 2019 to Jun 18, 2026
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