Tetragon Financial Group Ltd/Fund Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 23rd, 2026:23.27% (-1.11%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.3440 | 4.11 | |
| 0.1547 | 6.91 | |
| 0.7687 | 22.63 | |
| -0.3410 | -2.67 | |
| 0.5285 | 2.74 | |
| -0.3319 | -2.34 | |
| 0.3536 | 2.50 | |
| -0.3499 | -2.32 | |
| 0.2706 | 1.76 | |
| -0.2299 | -1.42 |
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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