Tetragon Financial Group Ltd/Fund GARCH Volatility Analysis
Volatility Prediction for Friday, February 6th, 2026:21.44% (+4.24%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0256 | 11.59 | |
| 0.0857 | 21.13 | |
| 0.9107 | 240.79 |
Estimation Period:
Apr 19, 2007 to Jan 30, 2026
Apr 19, 2007 to Jan 30, 2026
News Impact Curve
Volatility Forecasts
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