AGF US Market Neutral Anti-Beta Fund MF2-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:13.64% (-10.11%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 126 | ||
| 0.7500 | 7,499,900.00 | |
| 0.0000 | 100.00 | |
| 0.5000 | 5,000,000.00 | |
| 0.9659 | 9,658,850.00 | |
| 0.4987 | 4,986,740.00 | |
| 0.0000 | 100.00 |
Estimation Period:
Sep 13, 2011 to Feb 13, 2026
Sep 13, 2011 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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