PennantPark Investment Corp GJR-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:41.56% (+1.98%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0468 | 12.72 | |
| 0.0371 | 11.39 | |
| 0.9067 | 309.65 | |
| 0.0896 | 12.48 |
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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