Abacus FCF Innovation Leaders ETF MF2-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:26.48% (-1.79%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 31 | ||
| 0.0000 | 0.00 | |
| 0.8427 | 76.96 | |
| 0.1600 | 19.35 | |
| 0.1102 | 1.60 | |
| 0.1691 | 1.30 | |
| 0.7498 | 4.21 |
Estimation Period:
Dec 8, 2020 to Feb 6, 2026
Dec 8, 2020 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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