Virtus Alphasimplex Mngd FTR Spline-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:17.58% (-2.70%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.3201 | 5.19 | |
| 0.1508 | 2.60 | |
| 0.6622 | 6.10 | |
| 0.8443 | 1.28 |
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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