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	param	t-stat
$ω$	2.0826	3.96
$α$	0.1282	32.29
$β$	0.9826	228.42
$ν$	4.7319	10.49

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PennantPark Floating Rate Capital Ltd GAS-GARCH Student T Volatility Analysis

Volatility Prediction for Tuesday, February 17th, 2026:34.14% (+5.27%)

Date Range:

Parameter Estimates

Other PennantPark Floating Rate Capital Ltd Analyses