Perpetual Equity Investment Company Limited GJR-GARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:20.84% (-2.36%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1501 | 15.62 | |
| 0.1570 | 13.45 | |
| 0.7361 | 65.10 | |
| 0.0053 | 0.27 |
Estimation Period:
Dec 18, 2014 to Feb 6, 2026
Dec 18, 2014 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
Other Perpetual Equity Investment Company Limited Analyses
Other GJR-GARCH Analyses on Closed-end Funds