AltShares Merger Arbitrage ETF GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 18th, 2026:3.35% (-0.14%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0052 | 7.83 | |
| 0.1782 | 8.46 | |
| 0.7752 | 34.22 |
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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