Pacific Assets Trust PLC/Fund Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:14.09% (+0.88%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.0245 | 5.36 | |
| 0.0857 | 6.37 | |
| 0.8471 | 35.44 | |
| -0.2202 | -3.63 | |
| 0.3497 | 3.90 | |
| -0.1737 | -3.06 | |
| 0.0900 | 2.00 | |
| -0.1219 | -2.96 | |
| 0.1201 | 3.71 |
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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