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{name} Model Equation

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Parameter	Value	t-statistic
ω const Unconditional variance weight	0.5465	5.27***
α ARCH Response to squared shocks	0.2329	4.91***
β GARCH Volatility persistence	0.6105	11.19***

γ₁	-1.7213	-4.54***
γ₂	2.9728	5.23***
γ₃	-2.4667	-6.13***
γ₄	2.3067	6.12***
γ₅	-1.5582	-6.00***

V-Lab

Blue Owl Capital Corp Zero Slope Spline-GARCH Volatility Analysis

Date Range:

News Impact Curve

Volatility Forecast

Parameter Estimates

Other Blue Owl Capital Corp Analyses