PennantPark Investment Corp GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:31.32% (-3.18%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 4.2463 | 4.52 | |
| 0.1140 | 38.38 | |
| 0.9860 | 317.46 | |
| 4.7130 | 13.90 |
Estimation Period:
Apr 19, 2007 to Feb 13, 2026
Apr 19, 2007 to Feb 13, 2026
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