PennantPark Investment Corp GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:37.29% (+1.45%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0571 | 15.91 | |
| 0.1028 | 27.37 | |
| 0.8847 | 240.99 |
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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