Abacus FCF Real Assets Leaders ETF MF2-GARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:16.10% (-0.74%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 21 | ||
| 0.0000 | 0.00 | |
| 0.6867 | 20.61 | |
| 0.1636 | 13.05 | |
| 0.0649 | 0.56 | |
| 0.0657 | 0.54 | |
| 0.8569 | 3.51 |
Estimation Period:
Dec 15, 2021 to Feb 6, 2026
Dec 15, 2021 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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