Cambiar Aggressive Value ETF MF2-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:15.00% (+2.88%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 36 | ||
| 0.0000 | 0.00 | |
| 0.6550 | 24.20 | |
| 0.2128 | 16.92 | |
| 0.3760 | 0.20 | |
| 0.5108 | 0.25 | |
| 0.0000 | 0.00 |
Estimation Period:
Feb 13, 2023 to Feb 6, 2026
Feb 13, 2023 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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