Pershing Square Holdings Ltd MF2-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:31.54% (+4.87%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 126 | ||
| 0.0157 | 1.34 | |
| 0.8354 | 56.93 | |
| 0.1236 | 12.37 | |
| 2.4385 | 0.00 | |
| 0.0000 | 0.00 | |
| 0.0000 | 0.00 |
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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