Alps Active REIT ETF Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:10.14% (-0.02%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.9653 | 4.61 | |
| 0.1727 | 3.34 | |
| 0.0941 | 0.58 | |
| 1.8004 | 2.75 | |
| -3.2475 | -3.48 | |
| 1.9123 | 2.99 | |
| -0.4596 | -0.78 | |
| -0.6464 | -0.74 |
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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