Alps Smith Core Plus BND ETF MF2-GARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:0.44% (-3.80%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 46 | ||
| 0.7197 | 7,197,240.00 | |
| 0.0303 | 302,760.00 | |
| 0.5000 | 5,000,000.00 | |
| 0.1835 | 14.84 | |
| 0.9596 | 12.89 | |
| 0.0000 | 0.00 |
Estimation Period:
Dec 6, 2023 to Feb 6, 2026
Dec 6, 2023 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
Other Alps Smith Core Plus BND ETF Analyses
Other MF2-GARCH Analyses on ETFs