S&P 500 Struct ALT ETF - OCT MF2-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 10th, 2026:1.81% (-0.18%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 126 | ||
| 0.0000 | 0.02 | |
| 0.6645 | 56.95 | |
| 0.3593 | 34.41 | |
| 0.0001 | 0.38 | |
| 0.0453 | 4.21 | |
| 0.9398 | 52.35 |
Estimation Period:
Oct 1, 2024 to Feb 6, 2026
Oct 1, 2024 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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