Pengana Private Equity Trust MEM Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:51.23% (+7.36%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0944 | 9.98 | |
| 0.2325 | 32.08 | |
| 0.7626 | 127.77 |
Estimation Period:
Apr 30, 2019 to Feb 13, 2026
Apr 30, 2019 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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