Partners Group Private Equity Ltd GJR-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:15.52% (-0.44%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0416 | 11.63 | |
| 0.0690 | 14.67 | |
| 0.8805 | 167.46 | |
| 0.0815 | 6.70 |
Estimation Period:
Nov 1, 2007 to Feb 6, 2026
Nov 1, 2007 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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