Pacific Horizon Investment Trust PLC GJR-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:14.78% (-0.33%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0635 | 19.62 | |
| 0.0403 | 11.99 | |
| 0.8846 | 282.63 | |
| 0.0972 | 11.93 |
Estimation Period:
Jan 2, 2007 to Feb 6, 2026
Jan 2, 2007 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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