Alpha Blue CA US S M C D ETF GJR-GARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:15.15% (-0.13%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.2788 | 5.58 | |
| 0.0000 | 0.00 | |
| 0.6651 | 20.67 | |
| 0.1764 | 3.10 |
Estimation Period:
Dec 20, 2023 to Feb 6, 2026
Dec 20, 2023 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
Other Alpha Blue CA US S M C D ETF Analyses
Other GJR-GARCH Analyses on ETFs