Pacific Assets Trust PLC/Fund GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:13.94% (-0.47%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.8400 | 7.71 | |
| 0.0696 | 23.35 | |
| 0.9805 | 343.06 | |
| 6.6126 | 4.67 |
Estimation Period:
Jan 2, 2007 to Feb 6, 2026
Jan 2, 2007 to Feb 6, 2026
Other Pacific Assets Trust PLC/Fund Analyses
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