PICTON Long Short Equity Alternative Fund GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:184.38% (+11.77%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 22.6378 | 11.18 | |
| 0.0538 | 52.44 | |
| 0.9948 | 1,484.70 | |
| 2.0036 | 43,556.46 |
Estimation Period:
Jul 15, 2020 to Feb 13, 2026
Jul 15, 2020 to Feb 13, 2026
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