Tetragon Financial Group Ltd/Fund GJR-GARCH Volatility Analysis
Volatility Prediction for Friday, February 20th, 2026:23.33% (-0.72%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0254 | 10.95 | |
| 0.0777 | 11.49 | |
| 0.9128 | 240.21 | |
| 0.0116 | 1.10 |
Estimation Period:
Apr 19, 2007 to Feb 13, 2026
Apr 19, 2007 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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