L1 Long Short Fund Limited Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:44.84% (+1.77%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.8784 | 7.49 | |
| 0.1251 | 4.86 | |
| 0.7941 | 21.54 | |
| -0.0718 | -2.21 | |
| 0.1581 | 2.44 |
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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