Pengana Private Equity Trust APARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:38.77% (+2.70%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.2428 | 7.68 | |
| 0.1126 | 17.24 | |
| 0.8368 | 82.14 | |
| 0.0787 | 2.17 | |
| 1.5395 | 17.06 |
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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