Pershing Square Holdings Ltd GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:24.82% (+0.49%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1797 | 5.77 | |
| 0.0874 | 11.54 | |
| 0.8389 | 55.91 |
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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