CT Private Equity Trust PLC Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, February 6th, 2026:28.02% (+6.13%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1557 | 2.72 | |
| 0.1907 | 6.09 | |
| 0.6601 | 14.92 | |
| -0.9071 | -3.92 | |
| 0.9356 | 3.17 | |
| -0.0620 | -0.40 | |
| 0.3198 | 2.20 | |
| -0.6651 | -4.87 | |
| 0.8369 | 5.97 | |
| -0.8245 | -5.37 | |
| 0.4630 | 2.82 | |
| -0.1988 | -0.93 |
Estimation Period:
Jan 2, 2007 to Jan 30, 2026
Jan 2, 2007 to Jan 30, 2026
News Impact Curve
Volatility Forecasts
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