Personal Assets Trust PLC/Fund Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:4.65% (-0.34%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 2.7439 | 5.68 | |
| 0.1184 | 9.28 | |
| 0.8406 | 54.92 | |
| 0.0799 | 3.52 | |
| -0.0959 | -2.72 | |
| 0.0310 | 1.35 | |
| -0.0513 | -2.94 | |
| 0.0910 | 3.95 | |
| -0.1473 | -3.17 |
Estimation Period:
Jan 1, 1990 to Feb 6, 2026
Jan 1, 1990 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
Other Personal Assets Trust PLC/Fund Analyses
Other Spline-GARCH Analyses on Closed-end Funds