Core Alternative ETF GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:7.12% (-0.34%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0071 | 12.55 | |
| 0.1235 | 16.21 | |
| 0.8686 | 126.10 |
Estimation Period:
May 24, 2017 to Feb 6, 2026
May 24, 2017 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
Other Core Alternative ETF Analyses
Other GARCH Analyses on ETFs