Pacific Assets Trust PLC/Fund MF2-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:12.47% (-0.20%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 31 | ||
| 0.0258 | 8.61 | |
| 0.8400 | 95.68 | |
| 0.1043 | 18.40 | |
| 0.0074 | 3.57 | |
| 0.0219 | 3.74 | |
| 0.9733 | 143.66 |
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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