Patria Private Equity Trust PLC Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:20.45% (+1.51%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.6599 | 4.39 | |
| 0.1677 | 7.54 | |
| 0.7484 | 24.78 | |
| -0.3343 | -3.93 | |
| 0.5295 | 4.30 | |
| -0.3572 | -5.17 | |
| 0.4024 | 7.27 | |
| -0.4625 | -7.22 | |
| 0.2768 | 2.51 |
Estimation Period:
Jan 2, 2007 to Feb 13, 2026
Jan 2, 2007 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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