CoreValues Alpha Greater China Growth ETF Spline-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:23.41% (-1.03%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.5093 | 2.55 | |
| 0.0981 | 2.15 | |
| 0.7639 | 9.23 | |
| 6.8408 | 3.00 | |
| -10.9523 | -3.31 | |
| 6.9798 | 2.75 |
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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