Personal Assets Trust PLC/Fund MF2-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:3.78% (-3.45%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 51 | ||
| 1.0000 | 9,999,900.00 | |
| 0.1750 | 1,750,100.00 | |
| -0.3500 | -3,500,000.00 | |
| 0.0648 | 94.41 | |
| 0.0775 | 105.43 | |
| 0.7780 | 292.25 |
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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