L1 Long Short Fund Limited GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:45.97% (+4.15%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1074 | 12.17 | |
| 0.0365 | 7.52 | |
| 0.8646 | 145.21 | |
| 0.1159 | 7.75 |
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
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