L1 Long Short Fund Limited GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:41.49% (+4.96%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 2.4456 | 10.10 | |
| 0.1153 | 13.58 | |
| 0.9340 | 154.48 | |
| 6.1197 | 3.69 |
Estimation Period:
Apr 25, 2018 to Feb 6, 2026
Apr 25, 2018 to Feb 6, 2026
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