Core Alternative ETF AGARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:7.04% (-0.34%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0061 | 11.35 | |
| 0.1232 | 16.00 | |
| 0.8679 | 125.29 | |
| 0.1082 | 6.34 |
Estimation Period:
May 24, 2017 to Feb 6, 2026
May 24, 2017 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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