PM Capital Global Opportunities Fund Ltd GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:21.01% (-1.11%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.8729 | 11.44 | |
| 0.0960 | 15.06 | |
| 0.9485 | 218.61 | |
| 6.5208 | 3.67 |
Estimation Period:
Dec 12, 2013 to Feb 6, 2026
Dec 12, 2013 to Feb 6, 2026
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