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V-Lab

Alerian MLP ETF Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, February 20th, 2026:15.51% (-1.25%)
Analysis last updated: Thursday, February 19, 2026 at 10:29 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Alerian MLP ETF SGARCH
paramt-stat
ω1.11832.28
α0.18596.43
β0.810731.38
γ1-2.6835-0.76
γ29.29491.13
γ3-12.5197-1.39
γ49.15311.46
γ5-4.9786-1.53
γ62.65981.89
γ7-1.5358-2.01
γ80.60800.89
γ90.15860.23
γ10-0.1185-0.11
Estimation Period:
Aug 25, 2010 to Feb 13, 2026
Impact of return on volatility tomorrow
Volatility Forecasts