Global X Adaptive US Factor ETF MF2-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:10.10% (-0.25%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 36 | ||
| 0.0324 | 6.07 | |
| 0.7287 | 81.03 | |
| 0.2789 | 24.29 | |
| 0.0565 | 3.33 | |
| 0.1748 | 4.87 | |
| 0.7735 | 14.80 |
Estimation Period:
Aug 28, 2018 to Feb 13, 2026
Aug 28, 2018 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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