Skip to main content
V-Lab

CT Private Equity Trust PLC Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, February 6th, 2026:28.02% (+6.13%)
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 SGARCH
paramt-stat
ω0.15572.72
α0.19076.09
β0.660114.92
γ1-0.9071-3.92
γ20.93563.17
γ3-0.0620-0.40
γ40.31982.20
γ5-0.6651-4.87
γ60.83695.97
γ7-0.8245-5.37
γ80.46302.82
γ9-0.1988-0.93
Estimation Period:
Jan 2, 2007 to Jan 30, 2026
Impact of return on volatility tomorrow
Volatility Forecasts