PICTON Long Short Income Alternative Fund GJR-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:3.87% (-0.01%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0033 | 3.16 | |
| 0.0118 | 1.92 | |
| 0.9304 | 101.18 | |
| 0.0452 | 2.40 |
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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