Alpha Blue CA US S M C D ETF Spline-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:12.42% (-2.69%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.7504 | 6.55 | |
| 0.2202 | 2.96 | |
| 0.3719 | 0.86 | |
| -0.5667 | -1.83 |
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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