Core Alternative ETF Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:7.23% (-0.47%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.4751 | 6.16 | |
| 0.1773 | 5.10 | |
| 0.7591 | 22.49 | |
| -0.0466 | -3.40 |
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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