PMV Adaptive Risk Parity ETF MF2-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:20.37% (-14.01%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 111 | ||
| 0.7500 | 7,499,900.00 | |
| 0.0000 | 100.00 | |
| 0.5000 | 5,000,000.00 | |
| 10.0000 | 56.26 | |
| 1.0000 | 24.68 | |
| 0.0000 | 0.00 |
Estimation Period:
Dec 22, 2022 to Feb 13, 2026
Dec 22, 2022 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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