Virtus Alphasimplex Mngd FTR GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:18.26% (-2.90%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0600 | 7.27 | |
| 0.1731 | 11.74 | |
| 0.7022 | 32.05 |
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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