Pacific Assets Trust PLC/Fund Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:13.40% (-0.45%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.5754 | 7.90 | |
| 0.0773 | 6.55 | |
| 0.8823 | 50.17 | |
| 0.0179 | 3.88 | |
| -0.0303 | -3.43 |
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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