Skip to main content
V-Lab

CT Private Equity Trust PLC Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, February 6th, 2026:29.23% (+5.78%)
Analysis last updated: Saturday, February 7, 2026 at 12:38 AM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of CT Private Equity Trust PLC S0GARCH
paramt-stat
ω0.15772.73
α0.18976.06
β0.664415.09
γ1-0.8898-3.85
γ20.90633.08
γ3-0.0390-0.25
γ40.29872.04
γ5-0.6451-4.70
γ60.81355.82
γ7-0.7876-5.29
γ80.39202.78
γ9-0.0195-0.20
Estimation Period:
Jan 2, 2007 to Jan 30, 2026
Impact of return on volatility tomorrow
Volatility Forecasts