Alerian Energy Infrastructure ETF GJR-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 10th, 2026:14.25% (-0.27%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0326 | 14.12 | |
| 0.0335 | 8.64 | |
| 0.8899 | 234.93 | |
| 0.1204 | 10.80 |
Estimation Period:
Nov 1, 2013 to Feb 6, 2026
Nov 1, 2013 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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