Pearl Diver Credit Co Inc Spline-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:10.48% (-0.28%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 2.7820 | 3.71 | |
| 0.1757 | 1.29 | |
| 0.1477 | 0.50 | |
| 17.6998 | 4.79 | |
| -26.8485 | -4.32 | |
| 12.6121 | 2.04 |
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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