Palmer Square Captal BDC Inc GJR-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:14.17% (-1.02%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0705 | 9.99 | |
| 0.1492 | 6.45 | |
| 0.7855 | 62.35 | |
| 0.0681 | 1.62 |
Estimation Period:
Jan 18, 2024 to Feb 6, 2026
Jan 18, 2024 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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