Alger Concentrated Equty ETF Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:31.96% (+3.71%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.9056 | 4.97 | |
| 0.0973 | 2.19 | |
| 0.8542 | 15.35 | |
| -0.0712 | -0.63 |
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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