PICTON Long Short Equity Alternative Fund MF2-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:0.05% (-14.02%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 61 | ||
| 1.0000 | 9,999,900.00 | |
| 0.0000 | 100.00 | |
| 0.0000 | 0.00 | |
| 0.1717 | 1,717,180.00 | |
| 0.0000 | 100.00 | |
| 0.0000 | 100.00 |
Estimation Period:
Jul 15, 2020 to Feb 13, 2026
Jul 15, 2020 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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