AltShares Event-Driven ETF MEM Volatility Analysis
Volatility Prediction for Wednesday, February 18th, 2026:16.49% (-0.18%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0037 | 2.69 | |
| 0.0200 | 4.71 | |
| 0.9759 | 270.70 |
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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