PennantPark Investment Corp AGARCH Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:37.85% (-2.02%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0407 | 7.65 | |
| 0.0969 | 28.12 | |
| 0.8880 | 257.90 | |
| 0.5009 | 10.31 |
Estimation Period:
Apr 19, 2007 to Feb 13, 2026
Apr 19, 2007 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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