ALPS Active Equity Opportunity ETF Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:15.46% (+0.38%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.1580 | 2.33 | |
| 0.1232 | 5.35 | |
| 0.8334 | 29.03 | |
| 0.1773 | 1.16 | |
| -0.2842 | -1.38 | |
| 0.1928 | 1.65 |
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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