Alpha Blue CA US S M C D ETF AGARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:14.58% (-0.77%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.4754 | 4.72 | |
| 0.2503 | 11.14 | |
| 0.3610 | 3.72 | |
| 0.0398 | 0.36 |
Estimation Period:
Dec 20, 2023 to Feb 6, 2026
Dec 20, 2023 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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