Virtus Alphasimplex GBL Mcro Spline-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:25.13% (+0.04%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.9616 | 3.44 | |
| 0.0000 | 0.00 | |
| 0.9933 | 9.24 | |
| 1.8096 | 0.09 |
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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