PICTON Multi-Strategy Alpha Alternative Fund GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:111.79% (-5.24%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 19.1961 | 10.83 | |
| 0.0756 | 55.72 | |
| 0.9951 | 1,805.90 | |
| 2.0005 | 333,423.67 |
Estimation Period:
May 9, 2022 to Feb 13, 2026
May 9, 2022 to Feb 13, 2026
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