Alerian MLP ETF GJR-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:16.25% (+2.64%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0186 | 18.59 | |
| 0.0909 | 4.30 | |
| 0.8816 | 265.70 | |
| 0.0551 | 1.32 |
Estimation Period:
Aug 25, 2010 to Feb 13, 2026
Aug 25, 2010 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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