Virtus Alphasimplex GBL Mcro Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:21.39% (+0.02%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.8665 | 3.48 | |
| 0.0000 | 0.00 | |
| 0.9969 | 9.54 | |
| -3.9408 | -0.14 |
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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