Patria Private Equity Trust PLC GJR-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:18.56% (-0.16%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0527 | 16.74 | |
| 0.0760 | 18.53 | |
| 0.8768 | 254.50 | |
| 0.0707 | 6.73 |
Estimation Period:
Jan 2, 2007 to Feb 6, 2026
Jan 2, 2007 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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