Alps Active REIT ETF AGARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:13.19% (-0.30%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0275 | 4.97 | |
| 0.0508 | 10.88 | |
| 0.9182 | 128.28 | |
| 0.5450 | 7.76 |
Estimation Period:
Feb 26, 2021 to Feb 6, 2026
Feb 26, 2021 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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