Tetragon Financial Group Ltd/Fund GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:21.93% (+0.10%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0253 | 10.99 | |
| 0.0780 | 11.48 | |
| 0.9129 | 240.23 | |
| 0.0108 | 1.02 |
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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