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{name} Model Equation

Spline Coefficients

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Parameter	Value	t-statistic
ω const Unconditional variance weight	0.5514	5.29***
α ARCH Response to squared shocks	0.2258	4.86***
β GARCH Volatility persistence	0.6223	11.80***

γ₁	-1.6615	-4.42***
γ₂	2.8763	5.09***
γ₃	-2.4112	-6.06***
γ₄	2.3092	6.19***
γ₅	-1.5993	-6.25***

V-Lab

Blue Owl Capital Corp Zero Slope Spline-GARCH Volatility Analysis

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News Impact Curve

Volatility Forecast

Parameter Estimates

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