Activepassive US Equity ETF MF2-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:16.13% (-0.98%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 106 | ||
| 0.0000 | 0.00 | |
| 0.8461 | 53.07 | |
| 0.2043 | 16.81 | |
| 0.9514 | 0.02 | |
| 0.0000 | 0.00 | |
| 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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