Alphaedge Large CP Value ETF Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:11.04% (+0.37%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.7942 | 2.74 | |
| 0.3288 | 2.14 | |
| 0.0000 | 0.00 | |
| -16.9340 | -0.66 | |
| 51.3988 | 1.39 | |
| -81.2247 | -2.87 | |
| 71.0456 | 2.66 | |
| -24.1812 | -1.32 | |
| -2.2486 | -0.21 |
Estimation Period:
Sep 5, 2024 to Feb 6, 2026
Sep 5, 2024 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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