Activepassive Interm M B ETF MF2-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:2.50% (-0.22%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 31 | ||
| 0.2386 | 15.16 | |
| 0.6890 | 29.49 | |
| -0.0591 | -3.04 | |
| 0.0317 | 0.05 | |
| 0.0714 | 0.05 | |
| 0.0000 | 0.00 |
Estimation Period:
May 3, 2023 to Feb 13, 2026
May 3, 2023 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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