Alps Smith Core Plus BND ETF EGARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:2.98% (-0.23%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| -0.0081 | -2.25 | |
| -0.0365 | -4.63 | |
| 0.9978 | 5,039.33 | |
| -0.0547 | -7.59 |
Estimation Period:
Dec 6, 2023 to Feb 6, 2026
Dec 6, 2023 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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