Blue Owl Capital Corp GJR-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:39.00% (-5.32%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1166 | 17.64 | |
| 0.1060 | 8.29 | |
| 0.7241 | 84.67 | |
| 0.2807 | 9.45 |
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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