Alger Concentrated Equty ETF GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:30.32% (-1.18%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1102 | 4.40 | |
| 0.0000 | 0.00 | |
| 0.8986 | 68.26 | |
| 0.1187 | 3.11 |
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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