Core Alternative ETF EGARCH Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:6.56% (-0.54%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| -0.0136 | -4.34 | |
| 0.2614 | 17.05 | |
| 0.9739 | 474.63 | |
| -0.0476 | -3.81 |
Estimation Period:
May 24, 2017 to Feb 13, 2026
May 24, 2017 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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