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	param	t-stat
$m$	121
$α$	0.1245	12.05
$β$	0.7556	61.09
$γ$	0.1468	10.41
$λ_{1}$	2.1573	0.01
$λ_{2}$	0.0000	0.00
$λ_{3}$	0.0000	0.00

V-Lab

PennantPark Floating Rate Capital Ltd MF2-GARCH Volatility Analysis

Volatility Prediction for Friday, February 13th, 2026:31.32% (+0.06%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

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