Abacus FCF Leaders ETF MF2-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:25.63% (+11.37%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 36 | ||
| 0.0000 | 0.00 | |
| 0.7745 | 56.26 | |
| 0.2581 | 25.80 | |
| 0.0186 | 1.58 | |
| 0.0692 | 2.11 | |
| 0.9158 | 21.23 |
Estimation Period:
Sep 28, 2016 to Feb 6, 2026
Sep 28, 2016 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
Other Abacus FCF Leaders ETF Analyses
Other MF2-GARCH Analyses on ETFs