Tetragon Financial Group Ltd/Fund EGARCH Volatility Analysis
Volatility Prediction for Monday, February 23rd, 2026:24.75% (-0.65%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0368 | 19.83 | |
| 0.2008 | 24.71 | |
| 0.9864 | 891.04 | |
| -0.0004 | -0.05 |
Estimation Period:
Apr 19, 2007 to Feb 20, 2026
Apr 19, 2007 to Feb 20, 2026
News Impact Curve
Volatility Forecasts
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