Pacific Assets Trust PLC/Fund AGARCH Volatility Analysis
Volatility Prediction for Tuesday, February 10th, 2026:13.50% (-0.37%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0242 | 7.73 | |
| 0.0669 | 29.46 | |
| 0.9097 | 313.69 | |
| 0.5489 | 16.74 |
Estimation Period:
Jan 2, 2007 to Feb 6, 2026
Jan 2, 2007 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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