Pershing Square Holdings Ltd Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:24.51% (+0.93%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.5082 | 4.07 | |
| 0.1175 | 4.36 | |
| 0.7639 | 15.80 | |
| -0.6071 | -1.52 | |
| 0.5883 | 0.87 | |
| 0.3027 | 0.61 | |
| -0.6072 | -2.10 | |
| 0.5641 | 3.51 | |
| -0.3262 | -3.28 |
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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