L1 Long Short Fund Limited AGARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:40.91% (-3.45%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1203 | 11.03 | |
| 0.1134 | 19.90 | |
| 0.8283 | 108.77 | |
| 0.4978 | 10.00 |
Estimation Period:
Apr 25, 2018 to Feb 6, 2026
Apr 25, 2018 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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