AltShares Merger Arbitrage ETF APARCH Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:3.15% (-0.22%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0169 | 4.70 | |
| 0.1012 | 9.20 | |
| 0.8988 | 64.57 | |
| 0.6855 | 7.02 | |
| 0.5137 | 6.22 |
Estimation Period:
May 7, 2020 to Feb 13, 2026
May 7, 2020 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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