Pengana Private Equity Trust GJR-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 10th, 2026:39.15% (+1.43%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.3505 | 12.70 | |
| 0.0876 | 8.30 | |
| 0.8267 | 85.29 | |
| 0.0380 | 1.82 |
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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