iMGP DBi Managed Futures Strategy ETF MF2-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:83.44% (+56.52%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.9180 | 9,179,760.00 | |
| 0.0000 | 100.00 | |
| 0.1640 | 1,640,280.00 | |
| 0.6332 | 6,332,120.00 |
Estimation Period:
May 8, 2019 to Feb 6, 2026
May 8, 2019 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
Other iMGP DBi Managed Futures Strategy ETF Analyses
Other MF2-GARCH Analyses on ETFs