Pearl Diver Credit Co Inc GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:18.77% (-0.70%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.3132 | 6.40 | |
| 0.0745 | 3.81 | |
| 0.7137 | 20.91 | |
| 0.1543 | 1.83 |
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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