Blue Owl Capital Corp Zero Slope Spline-GARCH Volatility Analysis
Volatility prediction for Monday, June 22nd, 2026
1 Day
25.68%
decreased by 2.58%
1 Week
27.33%
decreased by 0.93%
1 Month
29.82%
increased by 1.56%
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 | |
|---|---|---|
| 0.5375 | 5.30 | |
| 0.2263 | 4.84 | |
| 0.6154 | 11.27 | |
| -1.7610 | -4.62 | |
| 3.0454 | 5.32 | |
| -2.5376 | -6.27 | |
| 2.3987 | 6.34 | |
| -1.6390 | -6.29 |
Estimation Period:
Jul 18, 2019 to Jun 18, 2026
Jul 18, 2019 to Jun 18, 2026
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