AltShares Event-Driven ETF Asy. MEM Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:14.76% (-0.20%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0058 | 3.41 | |
| 0.0165 | 3.90 | |
| 0.9678 | 218.62 | |
| 0.0207 | 1.94 |
Estimation Period:
Sep 20, 2021 to Feb 13, 2026
Sep 20, 2021 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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