AltShares Event-Driven ETF APARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:8.09% (+0.19%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0583 | 7.06 | |
| 0.1857 | 10.92 | |
| 0.7287 | 33.09 | |
| 0.2246 | 3.64 | |
| 1.4933 | 11.48 |
Estimation Period:
Sep 20, 2021 to Feb 6, 2026
Sep 20, 2021 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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