Picton Long SHT EQT (130/30) APARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:19.50% (-1.56%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0711 | 7.79 | |
| 0.1307 | 8.60 | |
| 0.8435 | 63.96 | |
| 0.4949 | 6.95 | |
| 1.4678 | 14.97 |
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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