Personal Assets Trust PLC/Fund GJR-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:6.63% (-0.05%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0067 | 22.03 | |
| 0.0827 | 20.37 | |
| 0.8838 | 311.54 | |
| 0.0435 | 5.96 |
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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