PICTON Long Short Income Alternative Fund EGARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:3.54% (+0.02%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| -0.0355 | -2.49 | |
| 0.0569 | 2.01 | |
| 0.9824 | 114.81 | |
| -0.0330 | -1.94 |
Estimation Period:
Jul 16, 2019 to Feb 6, 2026
Jul 16, 2019 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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