Pershing Square Holdings Ltd Spline-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:27.07% (+0.62%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.5790 | 3.12 | |
| 0.1082 | 4.14 | |
| 0.8069 | 15.54 | |
| -0.3666 | -2.36 | |
| 0.5595 | 2.77 | |
| -0.3364 | -3.96 | |
| 0.3355 | 3.37 |
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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