Oaktree Strategic Income Corp GJR-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0529 | 10.64 | |
| 0.1161 | 10.40 | |
| 0.8587 | 123.87 | |
| 0.0081 | 0.36 |
Estimation Period:
Jul 12, 2013 to Mar 12, 2021
Jul 12, 2013 to Mar 12, 2021
News Impact Curve
Volatility Forecasts
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