Virtus Alphasimplex Mngd FTR GJR-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:18.17% (-2.97%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0627 | 7.95 | |
| 0.1526 | 6.19 | |
| 0.6953 | 32.56 | |
| 0.0401 | 0.84 |
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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