CoreValues Alpha Greater China Growth ETF GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:24.33% (-1.11%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.3317 | 9.97 | |
| 0.1163 | 8.42 | |
| 0.7845 | 46.02 |
Estimation Period:
Jul 1, 2020 to Feb 13, 2026
Jul 1, 2020 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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