Picton Long SHT EQT (130/30) MF2-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:27.72% (+11.12%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 21 | ||
| 0.0000 | 0.00 | |
| 0.6343 | 57.61 | |
| 0.3337 | 28.21 | |
| 0.0961 | 1.48 | |
| 0.0460 | 1.77 | |
| 0.8933 | 15.65 |
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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