AltShares Event-Driven ETF Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:10.83% (+0.36%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.7595 | 5.31 | |
| 0.1784 | 3.48 | |
| 0.6268 | 6.04 | |
| 1.3757 | 0.93 | |
| -4.6723 | -2.03 | |
| 5.8552 | 3.46 | |
| -4.1497 | -2.20 | |
| 3.7838 | 1.58 | |
| -3.5118 | -1.69 |
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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