BlackRock TCP Capital Corp GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:34.57% (-3.91%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 2.0274 | 4.46 | |
| 0.1196 | 22.97 | |
| 0.9704 | 145.72 | |
| 4.3125 | 8.95 |
Estimation Period:
Apr 4, 2012 to Feb 6, 2026
Apr 4, 2012 to Feb 6, 2026
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