Alger 35 ETF GJR-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:26.76% (-1.47%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1632 | 11.36 | |
| 0.0328 | 1.80 | |
| 0.8466 | 72.00 | |
| 0.1240 | 3.62 |
Estimation Period:
May 4, 2021 to Feb 13, 2026
May 4, 2021 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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