Core Alternative ETF MF2-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:2.06% (-3.06%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 21 | ||
| 1.0000 | 9,999,900.00 | |
| 0.0600 | 600,350.00 | |
| -0.1201 | -1,200,500.00 | |
| 10.0000 | 15.94 | |
| 0.7599 | 13.43 | |
| 0.0000 | 0.00 |
Estimation Period:
May 24, 2017 to Feb 13, 2026
May 24, 2017 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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