Pengana Private Equity Trust Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:36.07% (+1.91%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.1201 | 6.06 | |
| 0.1043 | 4.23 | |
| 0.8148 | 19.02 | |
| 0.0019 | 0.09 |
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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