BlackRock TCP Capital Corp EGARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:54.74% (-0.84%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0199 | 7.15 | |
| 0.1551 | 22.93 | |
| 0.9856 | 669.60 | |
| -0.0796 | -14.15 |
Estimation Period:
Apr 4, 2012 to Feb 6, 2026
Apr 4, 2012 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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