Alps Active REIT ETF Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:14.05% (+1.83%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.9708 | 4.60 | |
| 0.1777 | 3.28 | |
| 0.0881 | 0.55 | |
| 1.8283 | 2.81 | |
| -3.3367 | -3.60 | |
| 2.1275 | 3.33 | |
| -0.9571 | -1.78 | |
| 0.6103 | 1.83 |
Estimation Period:
Feb 26, 2021 to Feb 13, 2026
Feb 26, 2021 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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