Oaktree Strategic Income Corp Zero Slope Spline-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.9139 | 2.90 | |
| 0.1603 | 5.78 | |
| 0.7769 | 21.17 | |
| -0.1283 | -0.19 | |
| 0.4217 | 0.42 | |
| -1.0327 | -1.59 | |
| 1.3810 | 2.44 | |
| -0.8077 | -2.20 |
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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