Pengana Private Equity Trust GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:50.07% (+9.42%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 5.1762 | 6.19 | |
| 0.0981 | 10.01 | |
| 0.9380 | 95.62 | |
| 4.6427 | 3.87 |
Estimation Period:
Apr 30, 2019 to Feb 6, 2026
Apr 30, 2019 to Feb 6, 2026
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