PICTON Long Short Equity Alternative Fund EGARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:14.18% (+1.14%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| -0.1148 | -4.95 | |
| 0.2893 | 9.55 | |
| 0.6043 | 9.77 | |
| -0.0415 | -1.28 |
Estimation Period:
Jul 15, 2020 to Feb 6, 2026
Jul 15, 2020 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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