Pershing Square Holdings Ltd GJR-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:24.51% (-0.73%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.2041 | 4.22 | |
| 0.0243 | 1.77 | |
| 0.8293 | 56.87 | |
| 0.1193 | 2.94 |
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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