Alphaedge Large CP Value ETF Spline-GARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:8.65% (-0.52%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.8017 | 2.74 | |
| 0.3455 | 2.19 | |
| 0.0000 | 0.00 | |
| -16.7620 | -0.66 | |
| 51.0877 | 1.38 | |
| -80.4679 | -2.81 | |
| 68.8011 | 2.50 | |
| -19.1496 | -0.87 | |
| -14.7344 | -0.45 |
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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