Crossmark Large CAP Valu ETF MF2-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:10.31% (-1.10%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 46 | ||
| 0.0776 | 776,190.00 | |
| 0.7112 | 7,111,760.00 | |
| -0.0200 | -200,210.00 | |
| 0.0336 | 335,770.00 | |
| 0.0134 | 133,840.00 | |
| 0.3545 | 3,545,150.00 |
Estimation Period:
Jul 23, 2025 to Feb 13, 2026
Jul 23, 2025 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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