Prospect Capital Corp EGARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:38.70% (-4.63%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0711 | 15.23 | |
| 0.2750 | 39.15 | |
| 0.9501 | 356.66 | |
| -0.0763 | -14.07 |
Estimation Period:
Jul 27, 2004 to Feb 6, 2026
Jul 27, 2004 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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