Abacus FCF International Leaders ETF MF2-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:18.93% (-1.97%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 31 | ||
| 0.0000 | 0.01 | |
| 0.7154 | 43.04 | |
| 0.2487 | 28.78 | |
| 0.0380 | 1.65 | |
| 0.0959 | 1.74 | |
| 0.8696 | 11.90 |
Estimation Period:
Jul 5, 2017 to Feb 13, 2026
Jul 5, 2017 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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