PICTON Long Short Equity Alternative Fund GJR-GARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:12.79% (-0.98%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.2071 | 8.77 | |
| 0.1005 | 3.18 | |
| 0.5679 | 17.32 | |
| 0.0915 | 1.16 |
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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