Patria Properties GJR-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:18.22% (-0.17%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1866 | 5.95 | |
| 0.0665 | 4.53 | |
| 0.8408 | 61.27 | |
| 0.0373 | 1.14 |
Estimation Period:
Aug 15, 2018 to Feb 6, 2026
Aug 15, 2018 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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