PICTON Market Neutral Equity Alternative Fund GJR-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:5.39% (-0.10%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0022 | 5.62 | |
| 0.0674 | 7.69 | |
| 0.9243 | 160.21 | |
| 0.0168 | 0.77 |
Estimation Period:
Jul 16, 2019 to Feb 13, 2026
Jul 16, 2019 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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