Core Alternative ETF Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:8.30% (-0.38%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.6154 | 4.95 | |
| 0.1590 | 5.10 | |
| 0.8031 | 26.45 | |
| -0.0159 | -4.52 |
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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