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{name} Model Equation

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Parameter	Value	t-statistic
ω const Unconditional variance weight	0.5802	5.25***
α ARCH Response to squared shocks	0.2379	4.48***
β GARCH Volatility persistence	0.6148	10.50***

γ₁	-1.4696	-4.06***
γ₂	2.5424	4.69***
γ₃	-2.1406	-5.63***
γ₄	2.0831	5.76***
γ₅	-1.4658	-5.98***

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