PICTON Multi-Strategy Alpha Alternative Fund Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:3.57% (-0.12%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.2251 | 2.13 | |
| 0.1783 | 3.16 | |
| 0.0391 | 0.28 | |
| -4.8421 | -1.85 | |
| 7.3078 | 2.15 | |
| -1.5458 | -1.11 | |
| -3.0630 | -3.03 | |
| 3.2657 | 4.73 |
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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