Virtus Alphasimplex GBL Mcro GARCH Volatility Analysis
Volatility Prediction for Thursday, February 19th, 2026:21.09% (+0.07%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0104 | 0.00 | |
| 0.0000 | 0.00 | |
| 1.0000 | 0.08 |
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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