Virtus Alphasimplex Mngd FTR EGARCH Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:16.04% (-3.40%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| -0.1206 | -8.35 | |
| 0.3341 | 14.26 | |
| 0.8479 | 48.67 | |
| -0.0671 | -2.48 |
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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