Alpha Blue CA US S M C D ETF GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:15.52% (-2.46%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.4525 | 4.85 | |
| 0.2370 | 11.21 | |
| 0.3899 | 4.29 |
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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