Virtus Alphasimplex Mngd FTR Asy. Power MEM Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:15.93% (-4.94%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.4530 | 9.83 | |
| 0.2361 | 10.89 | |
| 0.3346 | 7.28 | |
| -0.0798 | -0.73 | |
| 0.5000 | 10.10 |
Estimation Period:
May 16, 2024 to Feb 13, 2026
May 16, 2024 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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