Picton Long SHT EQT (130/30) AGARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:16.97% (-1.91%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0767 | 10.37 | |
| 0.2184 | 24.65 | |
| 0.7249 | 98.70 | |
| 0.5896 | 11.74 |
Estimation Period:
Jul 24, 2019 to Feb 6, 2026
Jul 24, 2019 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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