Alps Intermediate Municipal Bond ETF AGARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:6.02% (+2.87%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0139 | 18.74 | |
| 0.3207 | 16.38 | |
| 0.4701 | 25.00 | |
| -0.0063 | -0.71 |
Estimation Period:
May 20, 2022 to Feb 6, 2026
May 20, 2022 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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