Personal Assets Trust PLC/Fund Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:5.62% (-0.29%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 2.2276 | 5.29 | |
| 0.1199 | 9.05 | |
| 0.8282 | 48.86 | |
| -0.0010 | -0.01 | |
| 0.0985 | 0.89 | |
| -0.1526 | -1.68 | |
| 0.0737 | 0.87 | |
| 0.0135 | 0.20 | |
| -0.1162 | -2.15 | |
| 0.1172 | 2.35 | |
| 0.0240 | 0.39 | |
| -0.1264 | -1.84 | |
| 0.0959 | 2.16 |
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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