Alpha Blue CA US S M C D ETF MF2-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:14.57% (-0.49%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 26 | ||
| 0.0000 | 0.00 | |
| 0.6763 | 17.90 | |
| 0.2334 | 10.02 | |
| 0.2434 | 0.40 | |
| 0.1248 | 0.54 | |
| 0.6651 | 0.90 |
Estimation Period:
Dec 20, 2023 to Feb 6, 2026
Dec 20, 2023 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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