Picton Long SHT EQT (130/30) Asy. MEM Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:24.18% (0.00%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0468 | 5.28 | |
| 0.0350 | 2.85 | |
| 0.9342 | 95.25 | |
| 0.0111 | 0.71 |
Estimation Period:
Jul 24, 2019 to Feb 13, 2026
Jul 24, 2019 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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