ALPS Active Equity Opportunity ETF GJR-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:14.04% (+1.27%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0283 | 5.90 | |
| 0.0000 | 0.00 | |
| 0.8972 | 163.79 | |
| 0.1468 | 7.62 |
Estimation Period:
Jun 7, 2016 to Feb 6, 2026
Jun 7, 2016 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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