Blue Owl Capital Corp Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:36.58% (-6.12%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.4833 | 5.05 | |
| 0.2316 | 4.73 | |
| 0.5916 | 9.48 | |
| -2.3609 | -5.37 | |
| 4.0249 | 6.08 | |
| -3.1482 | -6.59 | |
| 2.6324 | 6.17 | |
| -1.5761 | -5.34 |
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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