Bluemonte Large CAP Vlue ETF MF2-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:10.14% (-0.74%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 21 | ||
| 0.0291 | 290,860.00 | |
| 0.6908 | 6,907,780.00 | |
| 0.0836 | 835,650.00 | |
| 0.1488 | 1,487,860.00 | |
| 0.0288 | 287,520.00 | |
| 0.4240 | 4,239,540.00 |
Estimation Period:
Jun 24, 2025 to Feb 13, 2026
Jun 24, 2025 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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