NBI Liquid Alternatives ETF EGARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:14.11% (+0.52%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| -0.0435 | -3.45 | |
| 0.3138 | 12.41 | |
| 0.9032 | 48.62 | |
| 0.0731 | 3.14 |
Estimation Period:
Feb 8, 2019 to Feb 6, 2026
Feb 8, 2019 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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