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	param	t-stat
$ω$	0.0466	8.30
$α$	0.3348	16.99
$β$	0.9245	104.25
$γ$	-0.0669	-8.13

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PennantPark Floating Rate Capital Ltd EGARCH Volatility Analysis

Volatility Prediction for Friday, February 13th, 2026:30.36% (+1.14%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

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