Pengana Private Equity Trust AGARCH Volatility Analysis
Volatility Prediction for Tuesday, February 10th, 2026:36.17% (-1.75%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.3781 | 11.90 | |
| 0.1116 | 18.19 | |
| 0.8142 | 77.06 | |
| 0.2405 | 1.96 |
Estimation Period:
Apr 30, 2019 to Feb 6, 2026
Apr 30, 2019 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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