HarbourVest Global Private Equity Ltd GJR-GARCH Volatility Analysis
Volatility Prediction for Friday, February 6th, 2026:21.78% (-1.34%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0195 | 16.45 | |
| 0.0815 | 17.56 | |
| 0.8764 | 206.11 | |
| 0.0689 | 6.89 |
Estimation Period:
May 11, 2010 to Jan 30, 2026
May 11, 2010 to Jan 30, 2026
News Impact Curve
Volatility Forecasts
Other HarbourVest Global Private Equity Ltd Analyses
Other GJR-GARCH Analyses on Closed-end Funds