PennantPark Investment Corp Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:38.14% (+1.23%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.8247 | 4.72 | |
| 0.1208 | 7.29 | |
| 0.8414 | 45.39 | |
| -0.3580 | -3.87 | |
| 0.5349 | 3.61 | |
| -0.2247 | -2.16 | |
| 0.1224 | 1.41 | |
| -0.1616 | -1.91 | |
| 0.1194 | 1.69 |
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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