Anfield US Equity Sector Rotation ETF MF2-GARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:30.10% (-0.83%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 126 | ||
| 0.0000 | 0.00 | |
| 0.9422 | 133.31 | |
| 0.1028 | 5.04 | |
| 3.0581 | 0.00 | |
| 0.0000 | 0.00 | |
| 0.0000 | 0.00 |
Estimation Period:
Dec 17, 2019 to Feb 6, 2026
Dec 17, 2019 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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