PICTON Market Neutral Equity Alternative Fund GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:8.70% (-0.06%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.5940 | 6.06 | |
| 0.0605 | 34.72 | |
| 0.9853 | 387.31 | |
| 2.3684 | 111.26 |
Estimation Period:
Jul 16, 2019 to Feb 13, 2026
Jul 16, 2019 to Feb 13, 2026
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