Picton Long SHT EQT (130/30) EGARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:19.92% (-2.06%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0460 | 6.32 | |
| 0.2736 | 14.24 | |
| 0.9341 | 145.77 | |
| -0.1324 | -7.46 |
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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