Alpha Blue CA US S M C D ETF EGARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:14.52% (+1.24%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1002 | 2.68 | |
| 0.6420 | 16.00 | |
| 0.0756 | 1.41 | |
| -0.0786 | -3.14 |
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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