Tetragon Financial Group Ltd/Fund Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, February 6th, 2026:26.78% (+6.50%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.3486 | 4.09 | |
| 0.1553 | 6.88 | |
| 0.7687 | 22.57 | |
| -0.3418 | -2.64 | |
| 0.5295 | 2.70 | |
| -0.3324 | -2.30 | |
| 0.3517 | 2.46 | |
| -0.3408 | -2.30 | |
| 0.2507 | 1.86 | |
| -0.1897 | -2.18 |
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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