Picton Long SHT EQT (130/30) GJR-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:25.42% (-1.35%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0819 | 7.90 | |
| 0.0374 | 2.70 | |
| 0.8321 | 63.02 | |
| 0.1874 | 6.49 |
Estimation Period:
Jul 24, 2019 to Feb 13, 2026
Jul 24, 2019 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
Other Picton Long SHT EQT (130/30) Analyses
Other GJR-GARCH Analyses on ETFs