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V-Lab

Personal Assets Trust PLC/Fund Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:5.62% (-0.29%)
Analysis last updated: Saturday, February 14, 2026 at 12:59 AM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Personal Assets Trust PLC/Fund S0GARCH
paramt-stat
ω2.22765.29
α0.11999.05
β0.828248.86
γ1-0.0010-0.01
γ20.09850.89
γ3-0.1526-1.68
γ40.07370.87
γ50.01350.20
γ6-0.1162-2.15
γ70.11722.35
γ80.02400.39
γ9-0.1264-1.84
γ100.09592.16
Estimation Period:
Jan 1, 1990 to Feb 6, 2026
Impact of return on volatility tomorrow
Volatility Forecasts