CT Private Equity Trust PLC GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:23.49% (+1.00%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0174 | 16.70 | |
| 0.0489 | 17.34 | |
| 0.9079 | 296.01 | |
| 0.0864 | 11.81 |
Estimation Period:
Jan 2, 2007 to Feb 6, 2026
Jan 2, 2007 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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