Pershing Square Holdings Ltd AGARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:22.26% (-1.44%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.2282 | 5.88 | |
| 0.1074 | 15.72 | |
| 0.7711 | 48.75 | |
| 0.8025 | 10.81 |
Estimation Period:
Oct 28, 2014 to Feb 6, 2026
Oct 28, 2014 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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