PICTON Multi-Strategy Alpha Alternative Fund EGARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:5.23% (-0.24%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| -0.1899 | -3.39 | |
| 0.3898 | 9.54 | |
| 0.8390 | 25.12 | |
| -0.1087 | -3.00 |
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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