PICTON Multi-Strategy Alpha Alternative Fund AGARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:11.96% (+7.25%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0149 | 4.21 | |
| 0.2878 | 11.30 | |
| 0.6611 | 27.57 | |
| 0.2119 | 7.36 |
Estimation Period:
May 9, 2022 to Feb 6, 2026
May 9, 2022 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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