CoreValues Alpha Greater China Growth ETF MF2-GARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:19.17% (-0.21%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 21 | ||
| 0.0000 | 0.01 | |
| 0.4940 | 22.39 | |
| 0.2532 | 13.44 | |
| 0.0166 | 0.34 | |
| 0.0166 | 1.22 | |
| 0.9737 | 54.69 |
Estimation Period:
Jul 1, 2020 to Feb 6, 2026
Jul 1, 2020 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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