Alger Concentrated Equty ETF EGARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:32.96% (-3.85%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0518 | 1.96 | |
| 0.0433 | 4.69 | |
| 0.9554 | 107.19 | |
| -0.1511 | -18.41 |
Estimation Period:
Apr 5, 2024 to Feb 6, 2026
Apr 5, 2024 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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