Pengana Private Equity Trust GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:37.58% (+1.79%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.3499 | 12.14 | |
| 0.1035 | 17.62 | |
| 0.8287 | 84.15 |
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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