Doubleline Shiller Cape US Equities ETF MF2-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:12.32% (+2.16%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 21 | ||
| 0.0000 | 0.01 | |
| 0.7354 | 81.21 | |
| 0.3378 | 34.00 | |
| 0.0116 | 3.42 | |
| 0.0496 | 5.06 | |
| 0.9409 | 76.71 |
Estimation Period:
Oct 11, 2012 to Feb 6, 2026
Oct 11, 2012 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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