BlackRock TCP Capital Corp Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 10th, 2026:38.12% (-3.04%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.7095 | 7.52 | |
| 0.2000 | 7.13 | |
| 0.6895 | 18.82 | |
| -0.0632 | -2.59 | |
| 0.1476 | 3.96 | |
| -0.1345 | -6.24 |
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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