S&P 500 Structur ALT ETF NOV MF2-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:0.01% (-1.27%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 31 | ||
| 0.7475 | 7,474,980.00 | |
| 0.0025 | 25,020.00 | |
| 0.5000 | 5,000,000.00 | |
| 0.1123 | 1,261.27 | |
| 0.0926 | 2,503.03 | |
| 0.0000 | 0.02 |
Estimation Period:
Nov 1, 2024 to Feb 6, 2026
Nov 1, 2024 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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