Principal Focused Blue Chip ETF MF2-GARCH Volatility Analysis
Volatility prediction for Friday, June 26th, 2026
1 Day
25.10%
increased by 0.30%
1 Week
25.97%
increased by 1.17%
1 Month
27.24%
increased by 2.44%
Analysis last updated: Friday, June 26, 2026 at 02:15 AM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 21 | ||
| 0.0000 | 0.00 | |
| 0.9737 | 47.79 | |
| 0.0271 | 0.59 | |
| 0.7208 | 0.08 | |
| 0.8925 | 0.11 | |
| 0.0000 | 0.00 |
Estimation Period:
Jul 13, 2023 to Jun 18, 2026
Jul 13, 2023 to Jun 18, 2026
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