Alps Smith Core Plus BND ETF Spline-GARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:2.77% (0.00%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.9161 | 3.74 | |
| 0.0058 | 0.46 | |
| 0.9525 | 11.74 | |
| -0.5315 | -1.94 |
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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