BlackRock TCP Capital Corp Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:48.16% (-3.13%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.6821 | 6.11 | |
| 0.2104 | 7.07 | |
| 0.6635 | 16.82 | |
| -0.0933 | -1.20 | |
| 0.0699 | 0.60 | |
| 0.1740 | 2.03 | |
| -0.2620 | -2.82 | |
| 0.2902 | 1.91 |
Estimation Period:
Apr 4, 2012 to Feb 6, 2026
Apr 4, 2012 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
Other BlackRock TCP Capital Corp Analyses
Other Spline-GARCH Analyses on Equities