Alerian Energy Infrastructure ETF Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:13.29% (-0.84%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.4566 | 6.08 | |
| 0.1308 | 4.63 | |
| 0.8214 | 28.18 | |
| -0.3178 | -4.71 | |
| 0.4965 | 4.71 | |
| -0.3244 | -4.44 | |
| 0.2092 | 4.32 |
Estimation Period:
Nov 1, 2013 to Feb 6, 2026
Nov 1, 2013 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
Other Alerian Energy Infrastructure ETF Analyses
Other Zero Slope Spline-GARCH Analyses on ETFs