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	param	t-stat
$ω$	0.0999	10.66
$α$	0.1208	12.92
$β$	0.7619	67.17
$γ$	0.1384	5.13

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PennantPark Floating Rate Capital Ltd GJR-GARCH Volatility Analysis

Volatility Prediction for Friday, February 13th, 2026:30.98% (+0.08%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

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