VPC Specialty Lending Investments PLC/Fund GJR-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:31.69% (-0.98%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0114 | 8.55 | |
| 0.0490 | 8.74 | |
| 0.9317 | 318.43 | |
| 0.0385 | 3.99 |
Estimation Period:
Mar 17, 2015 to Feb 6, 2026
Mar 17, 2015 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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