Alps Intermediate Municipal Bond ETF GJR-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:3.43% (+0.60%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0139 | 19.12 | |
| 0.3417 | 10.92 | |
| 0.4686 | 25.07 | |
| -0.0405 | -0.85 |
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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