PICTON Multi-Strategy Alpha Alternative Fund GJR-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:5.26% (-0.29%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0234 | 10.51 | |
| 0.1770 | 3.06 | |
| 0.6885 | 27.86 | |
| 0.1637 | 1.67 |
Estimation Period:
May 9, 2022 to Feb 13, 2026
May 9, 2022 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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