PICTON Multi-Strategy Alpha Alternative Fund GARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:4.85% (-0.10%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0232 | 7.86 | |
| 0.2256 | 8.86 | |
| 0.7056 | 25.71 |
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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