VPC Specialty Lending Investments PLC/Fund GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Tuesday, February 10th, 2026:17.10% (+1.83%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 2.3855 | 4.64 | |
| 0.0798 | 42.31 | |
| 0.9883 | 416.64 | |
| 3.2180 | 30.75 |
Estimation Period:
Mar 17, 2015 to Feb 6, 2026
Mar 17, 2015 to Feb 6, 2026
Other VPC Specialty Lending Investments PLC/Fund Analyses
Other GAS-GARCH Student T Analyses on Closed-end Funds