L1 Long Short Fund Limited EGARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:41.36% (+5.41%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0366 | 6.82 | |
| 0.1832 | 21.87 | |
| 0.9670 | 353.71 | |
| -0.0768 | -9.53 |
Estimation Period:
Apr 25, 2018 to Feb 6, 2026
Apr 25, 2018 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
Other L1 Long Short Fund Limited Analyses
Other EGARCH Analyses on Closed-end Funds