Virtus Alphasimplex Mngd FTR AGARCH Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:17.99% (-3.31%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0640 | 9.63 | |
| 0.1834 | 11.79 | |
| 0.6772 | 33.61 | |
| 0.1449 | 3.23 |
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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