AltShares Event-Driven ETF GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:8.28% (+0.61%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0589 | 7.90 | |
| 0.2262 | 12.05 | |
| 0.6359 | 24.18 |
Estimation Period:
Sep 20, 2021 to Feb 6, 2026
Sep 20, 2021 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
Other AltShares Event-Driven ETF Analyses
Other GARCH Analyses on ETFs