AltShares Event-Driven ETF Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:12.60% (+0.30%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.6238 | 5.11 | |
| 0.1811 | 3.67 | |
| 0.6434 | 7.40 | |
| -1.2490 | -3.56 | |
| 1.6552 | 3.02 | |
| 0.1860 | 0.26 |
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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