Virtus Alphasimplex Mngd FTR MEM Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:15.39% (-7.78%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.5131 | 7.03 | |
| 0.2955 | 3.90 | |
| 0.1718 | 3.62 |
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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