Virtus Alphasimplex GBL Mcro MF2-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:11.80% (-4.70%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 21 | ||
| 0.5000 | 13.92 | |
| 0.4632 | 160.83 | |
| -0.5000 | -13.87 | |
| 0.0000 | 10.00 | |
| 0.1777 | 11.72 | |
| 0.0000 | 10.00 |
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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