Prospect Capital Corp GJR-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:49.23% (-5.33%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1393 | 16.72 | |
| 0.1032 | 18.13 | |
| 0.8016 | 155.75 | |
| 0.1288 | 8.90 |
Estimation Period:
Jul 27, 2004 to Feb 6, 2026
Jul 27, 2004 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
Other Prospect Capital Corp Analyses
Other GJR-GARCH Analyses on Equities