ALPS Clean Energy ETF EGARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:37.72% (-2.61%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0423 | 13.61 | |
| 0.1816 | 20.83 | |
| 0.9748 | 546.72 | |
| -0.0466 | -6.90 |
Estimation Period:
Jun 29, 2018 to Feb 6, 2026
Jun 29, 2018 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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