AltShares Merger Arbitrage ETF MEM Volatility Analysis
Volatility Prediction for Monday, February 23rd, 2026:3.50% (+0.03%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0014 | 3.61 | |
| 0.0230 | 6.97 | |
| 0.9587 | 227.55 |
Estimation Period:
May 7, 2020 to Feb 20, 2026
May 7, 2020 to Feb 20, 2026
News Impact Curve
Volatility Forecasts
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