Virtus Alphasimplex Mngd FTR GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:21.13% (-3.47%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.6533 | 4.27 | |
| 0.1744 | 5.44 | |
| 0.9430 | 78.10 | |
| 8.8906 | 1.12 |
Estimation Period:
May 16, 2024 to Feb 13, 2026
May 16, 2024 to Feb 13, 2026
Other Virtus Alphasimplex Mngd FTR Analyses
Other GAS-GARCH Student T Analyses on ETFs