BlackRock TCP Capital Corp GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:53.65% (-2.20%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0235 | 9.41 | |
| 0.1009 | 17.57 | |
| 0.8991 | 158.74 |
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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