Patria Private Equity Trust PLC Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:16.10% (-0.64%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.6613 | 4.39 | |
| 0.1667 | 7.57 | |
| 0.7502 | 25.08 | |
| -0.3339 | -3.91 | |
| 0.5291 | 4.28 | |
| -0.3586 | -5.18 | |
| 0.4082 | 7.58 | |
| -0.4767 | -9.12 | |
| 0.3146 | 7.97 |
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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