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	param	t-stat
$ω$	1.1119	6.60
$α$	0.1924	5.03
$β$	0.7392	14.62
$γ_{1}$	0.0318	2.52
$γ_{2}$	-0.0430	-2.66

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PennantPark Floating Rate Capital Ltd Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Friday, February 13th, 2026:29.01% (-0.32%)

Date Range:

Parameter Estimates

News Impact Curve

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