Blue Owl Capital Corp MF2-GARCH Volatility Analysis
High-persistence model: shocks decay very slowly, so the theoretical long-run value may not be practically meaningful
Volatility prediction for Monday, June 22nd, 2026
1 Day
15.20%
decreased by 25.81%
1 Week
37.77%
decreased by 3.24%
1 Month
3,754.36%
increased by 3,713.35%
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 | |
|---|---|---|
| 61 | ||
| 1.0000 | 9,999,900.00 | |
| 0.0000 | 100.00 | |
| 0.0000 | 0.00 | |
| 1.2434 | 12.57 | |
| 0.3123 | 13.71 | |
| 0.0000 | 0.00 |
Estimation Period:
Jul 18, 2019 to Jun 18, 2026
Jul 18, 2019 to Jun 18, 2026
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