Tetragon Financial Group Ltd/Fund GJR-GARCH Volatility Analysis
Volatility Prediction for Friday, February 6th, 2026:21.81% (+4.32%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0253 | 11.00 | |
| 0.0784 | 11.47 | |
| 0.9127 | 239.88 | |
| 0.0103 | 0.97 |
Estimation Period:
Apr 19, 2007 to Jan 30, 2026
Apr 19, 2007 to Jan 30, 2026
News Impact Curve
Volatility Forecasts
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