CT Private Equity Trust PLC Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, February 6th, 2026:29.23% (+5.78%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1577 | 2.73 | |
| 0.1897 | 6.06 | |
| 0.6644 | 15.09 | |
| -0.8898 | -3.85 | |
| 0.9063 | 3.08 | |
| -0.0390 | -0.25 | |
| 0.2987 | 2.04 | |
| -0.6451 | -4.70 | |
| 0.8135 | 5.82 | |
| -0.7876 | -5.29 | |
| 0.3920 | 2.78 | |
| -0.0195 | -0.20 |
Estimation Period:
Jan 2, 2007 to Jan 30, 2026
Jan 2, 2007 to Jan 30, 2026
News Impact Curve
Volatility Forecasts
Other CT Private Equity Trust PLC Analyses
Other Zero Slope Spline-GARCH Analyses on Closed-end Funds