Virtus Alphasimplex Mngd FTR Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 18th, 2026:15.65% (-2.25%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.1706 | 6.13 | |
| 0.1803 | 3.12 | |
| 0.6879 | 7.66 | |
| 0.1201 | 1.01 |
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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