Virtus Alphasimplex GBL Mcro AGARCH Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:22.01% (+0.06%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0099 | 2.60 | |
| 0.0023 | 0.17 | |
| 1.0000 | 72.53 | |
| 0.0304 | 0.73 |
Estimation Period:
Aug 5, 2025 to Feb 13, 2026
Aug 5, 2025 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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