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	param	t-stat
$ω$	0.0873	7.93
$α$	0.1939	20.80
$β$	0.7549	60.34
$γ$	0.3455	8.39

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PennantPark Floating Rate Capital Ltd AGARCH Volatility Analysis

Volatility Prediction for Friday, February 13th, 2026:28.14% (-2.09%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

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