L1 Long Short Fund Limited Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:44.12% (+1.90%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.0636 | 8.43 | |
| 0.1279 | 4.90 | |
| 0.7990 | 23.01 | |
| 0.0046 | 1.36 |
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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