PennantPark Investment Corp Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:39.84% (+1.13%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.8115 | 4.80 | |
| 0.1237 | 7.43 | |
| 0.8352 | 44.01 | |
| -0.3681 | -4.08 | |
| 0.5534 | 3.84 | |
| -0.2443 | -2.44 | |
| 0.1550 | 1.88 | |
| -0.2294 | -2.87 | |
| 0.2834 | 2.48 |
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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