Pearl Diver Credit Co Inc EGARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:16.78% (-0.88%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0547 | 4.93 | |
| 0.1938 | 7.80 | |
| 0.9528 | 100.10 | |
| -0.0697 | -2.23 |
Estimation Period:
Jul 18, 2024 to Feb 6, 2026
Jul 18, 2024 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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