Tetragon Financial Group Ltd/Fund GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:21.52% (+0.07%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0257 | 11.61 | |
| 0.0857 | 21.17 | |
| 0.9107 | 241.19 |
Estimation Period:
Apr 19, 2007 to Feb 6, 2026
Apr 19, 2007 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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