Alps Active REIT ETF MF2-GARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:12.37% (-0.03%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 21 | ||
| 0.0000 | 0.00 | |
| 0.7842 | 30.10 | |
| 0.1194 | 9.58 | |
| 0.0165 | 0.56 | |
| 0.0344 | 0.77 | |
| 0.9536 | 16.45 |
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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