Alps Active REIT ETF EGARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:12.55% (-0.18%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0056 | 1.07 | |
| 0.0617 | 10.74 | |
| 0.9873 | 515.04 | |
| -0.0430 | -5.88 |
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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