Convergence Long/short Equity ETF MF2-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:13.54% (-0.89%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 31 | ||
| 0.0000 | 0.00 | |
| 0.5555 | 12.30 | |
| 0.1410 | 4.24 | |
| 0.2759 | 0.13 | |
| 0.6179 | 0.16 | |
| 0.0000 | 0.00 |
Estimation Period:
Feb 22, 2022 to Feb 13, 2026
Feb 22, 2022 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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