PICTON Long Short Income Alternative Fund GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:3.14% (-0.10%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0953 | 4.51 | |
| 0.1003 | 16.68 | |
| 0.9744 | 140.10 | |
| 4.8835 | 6.46 |
Estimation Period:
Jul 16, 2019 to Feb 6, 2026
Jul 16, 2019 to Feb 6, 2026
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