PennantPark Investment Corp EGARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:40.14% (+3.59%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0289 | 11.31 | |
| 0.1751 | 28.42 | |
| 0.9841 | 950.82 | |
| -0.0707 | -15.42 |
Estimation Period:
Apr 19, 2007 to Feb 6, 2026
Apr 19, 2007 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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