Oaktree Specialty Lending Corp GJR-GARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:25.89% (-2.68%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.2074 | 11.07 | |
| 0.1764 | 14.89 | |
| 0.7540 | 66.49 | |
| 0.0433 | 1.66 |
Estimation Period:
Jun 12, 2008 to Feb 6, 2026
Jun 12, 2008 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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