Oxford Square Capital Corp GJR-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:30.98% (-1.10%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1064 | 16.40 | |
| 0.0653 | 13.04 | |
| 0.8604 | 194.63 | |
| 0.1045 | 9.29 |
Estimation Period:
Nov 21, 2003 to Feb 6, 2026
Nov 21, 2003 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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