SuRo Capital Corp GJR-GARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:59.86% (-7.89%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.8744 | 14.66 | |
| 0.2300 | 13.88 | |
| 0.7190 | 59.77 | |
| -0.0402 | -1.56 |
Estimation Period:
Apr 28, 2011 to Feb 6, 2026
Apr 28, 2011 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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