PICTON Market Neutral Equity Alternative Fund AGARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:6.09% (-0.10%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0005 | 0.69 | |
| 0.0799 | 13.95 | |
| 0.9202 | 157.62 | |
| 0.1805 | 5.78 |
Estimation Period:
Jul 16, 2019 to Feb 6, 2026
Jul 16, 2019 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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