ALPS Disruptive Technologies ETF GJR-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:26.81% (-1.45%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0531 | 12.72 | |
| 0.0167 | 3.07 | |
| 0.8820 | 169.61 | |
| 0.1431 | 12.09 |
Estimation Period:
Jan 1, 2018 to Feb 6, 2026
Jan 1, 2018 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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