Alps Active REIT ETF GARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:15.62% (-0.36%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0473 | 8.19 | |
| 0.0628 | 11.37 | |
| 0.9030 | 112.24 |
Estimation Period:
Feb 26, 2021 to Feb 6, 2026
Feb 26, 2021 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
Other Alps Active REIT ETF Analyses
Other GARCH Analyses on ETFs