Personal Assets Trust PLC/Fund AGARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:6.24% (-0.25%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0062 | 15.70 | |
| 0.1070 | 35.84 | |
| 0.8793 | 300.20 | |
| 0.1089 | 8.88 |
Estimation Period:
Jan 1, 1990 to Feb 6, 2026
Jan 1, 1990 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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