Virtus Alphasimplex GBL Mcro GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:21.92% (-0.95%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.0548 | 3.40 | |
| 0.0459 | 2.67 | |
| 0.9770 | 71.48 | |
| 4.4706 | 1.89 |
Estimation Period:
Aug 5, 2025 to Feb 13, 2026
Aug 5, 2025 to Feb 13, 2026
Other Virtus Alphasimplex GBL Mcro Analyses
Other GAS-GARCH Student T Analyses on ETFs