Virtus Alphasimplex Mngd FTR APARCH Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:18.17% (-2.97%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0626 | 6.83 | |
| 0.1720 | 10.55 | |
| 0.6952 | 30.68 | |
| 0.0580 | 1.38 | |
| 2.0018 | 9.28 |
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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