Pacific Horizon Investment Trust PLC Spline-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:14.71% (-0.32%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.6370 | 5.24 | |
| 0.1084 | 6.11 | |
| 0.8290 | 31.69 | |
| -0.2722 | -4.34 | |
| 0.4032 | 4.20 | |
| -0.2097 | -3.13 | |
| 0.1868 | 3.30 | |
| -0.2615 | -4.47 | |
| 0.2742 | 3.12 |
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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