Virtus Alphasimplex GBL Mcro EGARCH Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:17.53% (+0.86%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0068 | 1.02 | |
| -0.2415 | -4.57 | |
| 0.9759 | 1,739.63 | |
| -0.1022 | -5.98 |
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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