Abacus FCF Small CAP LEA ETF MF2-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:19.07% (+2.38%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 121 | ||
| 0.5000 | 74.22 | |
| 0.0000 | 0.04 | |
| -0.5000 | -74.31 | |
| 0.0000 | 0.00 | |
| 0.0233 | 0.95 | |
| 0.9582 | 74.78 |
Estimation Period:
Feb 19, 2025 to Feb 13, 2026
Feb 19, 2025 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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