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	param	t-stat
$ω$	1.1316	6.45
$α$	0.1902	5.12
$β$	0.7396	14.68
$γ_{1}$	0.0364	2.92
$γ_{2}$	-0.0542	-1.79

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PennantPark Floating Rate Capital Ltd Spline-GARCH Volatility Analysis

Volatility Prediction for Tuesday, February 17th, 2026:33.18% (+4.69%)

Date Range:

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News Impact Curve

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