Alerian MLP ETF Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, February 20th, 2026:15.51% (-1.25%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.1183 | 2.28 | |
| 0.1859 | 6.43 | |
| 0.8107 | 31.38 | |
| -2.6835 | -0.76 | |
| 9.2949 | 1.13 | |
| -12.5197 | -1.39 | |
| 9.1531 | 1.46 | |
| -4.9786 | -1.53 | |
| 2.6598 | 1.89 | |
| -1.5358 | -2.01 | |
| 0.6080 | 0.89 | |
| 0.1586 | 0.23 | |
| -0.1185 | -0.11 |
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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