Picton Long SHT EQT (130/30) GARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:19.31% (-1.82%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1167 | 9.65 | |
| 0.1733 | 12.93 | |
| 0.7663 | 51.75 |
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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