PICTON Long Short Income Alternative Fund MF2-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:0.03% (-1.22%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 26 | ||
| 0.7288 | 7,288,050.00 | |
| 0.0212 | 211,950.00 | |
| 0.5000 | 5,000,000.00 | |
| 0.0607 | 28.10 | |
| 0.1487 | 27.01 | |
| 0.0000 | 0.00 |
Estimation Period:
Jul 16, 2019 to Feb 13, 2026
Jul 16, 2019 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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